If you are not ready to pay a price you are too weak to start taking risk in the first place.
Paradoxically, a bad loser is not of the winners. So, you learn to lose as a part of learning to win.
You better know in advance what to do when you lose.
The simple thing to keep in mind is that you do not need to perish each time you fail something. The wheel will keep turning, there will be ups and downs, as long as you live.
You may even take advantage from the occasion of loss; losing with grace and courage will not only ease loss or help you out of failure, but also build up your credibility and the respect of other people - the substance of future success.
 Rudyard Kipling, If