Failing out loud beats quitting quietly. At least the loud version taught you something.

Visible failure has a cost you can see, and quitting has one you cannot. Stop quietly and nothing gets tested, nobody tells you what went wrong, and you keep every question you started with. A public mistake at least leaves you information and a record of having tried. Humiliation fades faster than not knowing does.

If you are close to withdrawing from something, ask whether you are protecting your time or your pride. Finish the attempt badly if that is the only way it can be finished. Then take the one piece of feedback it gave you and spend it on the next thing.