The acceptance of failure is something that many people have a long road with - myself included! The (at times unrealistic) expectation of how things are going to be with the reality of how things really are can set up many people for failure (again, myself included!). And then it is all how you cope with it to learn from your mistakes.
I have had the "mistakes are good" talk with several students in the past. Some of them were experiencing frustration, some of them were experiencing fear, some of them were experiencing sadness. Since mistakes have the aura of "badness" about them, these students were actually feeling "bad" each time they made a mistake, and it was manifesting in their emotional state. After talking with these students (usually with their parent or parents there for emotional support) about mistakes being "good" and very very important for learning, they would relax and begin to enjoy lessons again. They would experience less and less frustration, fear or sadness over their mistakes. They would progress more quickly as well, now that they were seeing mistakes in a new light - as a learning tool, not a roadblock.
This realization can help students so much not just with their music learning, but with problem solving in their schoolwork, and life in general. They can use their mistakes not as a sign of failure, but as a sign that something needs adjusting, questioning, experimenting, or advice. And then understanding and enjoyment can be reached!