Love the question. :) A few ideas:

    - You're not putting in enough effort.
    - You give up and move onto the next thing too quickly.
    - You're stretching yourself too far beyond your current abilities.
    - You're not analyzing, criticizing, and actively improving yourself well enough.
    - You're lacking in useful resources, such as good books or a good mentor to 
      help you overcome hurdles.
    - You're picking things merely because they're uncomfortable and cannot be 
      improved upon (e.g. sitting on a knife).

Then you are trying new things that are too difficult. Uncomfortable is best in moderation.