First gets a lot of attention, but there are times when coming in second might even be better.
For example, when I visit a new place, exploration is fun, but I prefer coming back a second time so I can repeat the things I enjoyed the most. At a buffet, I put everything on my plate that looks good, but my second trip only includes items that tasted great.
In business, the first time around is trial and error, but when you make it through, the second time is much easier. Don't try to fail initially, but expect mistakes when encountering the unknown. Serial entrepreneurs are much more successful than one-time entrepreneurs because of their experience.
Don't let your fear of failure hold you back. How you embrace failure now will determine how successful you will be in the future. Rejection isn't as subjective as you might think. Don't take it personal and move forward. How do you "frame" your situation?
Think about your career. It's hard to figure out what you'll love doing until you try different options. It works with dating too. Most people don't marry the first person they date. We need that context to help us figure out what we're looking for.