Good advice from Stephan Kesting. Follow the link to read the entire article.

Here’s something that’s often overlooked. The smaller goals you set for yourself need to navigate the fine line between being a) challenging, and yet b) achievable.
If the intermediate steps are too hard to achieve, and you usually end up failing to achieve them, then you’ll teach yourself at a gut level that you can’t achieve the goals you set for yourself.
But if they’re too easy you won’t have the pride and confidence that comes from achieving something challenging and difficult.
So if you set and achieve a series of smaller yet still challenging goals then you can look back at where you came from and see all the other challenges you’ve already succeeded at. This will re-enforces the belief that yes, you CAN clear the next hurdle. -Stephan Kesting

For more on sport psychology: Wrestling Tough by Mike Chapman, and The New Toughness Training for Sports by James Loehr.