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I knew how they felt. The harder I tried to master the ivories, the clearer it became that I wasn't destined to be the next Jerry Lee Lewis, and ironically, the harder it was for me to give up—until the weekend I visited my parents in Baltimore. Too embarrassed to practice with my family in listening range, I waited until everyone was asleep, then sneaked downstairs to the living room. I had slogged my way through the lesson book to Scott Joplin's "The Entertainer," but now my fingers couldn't work up to the swinging ragtime pace. The song sounded labored and joyless, like a dying ice cream truck. It was 2 in the morning, normal people were sleeping, and I was beating myself up over a hobby. "This is absurd," I thought. I quit.

Stuffing the Yamaha under my bed back in Brooklyn was an enormous relief. But, of course, we can't resort to quitting every time the going gets tough, or we'd get nowhere. The challenge, explains Scott Plous, PhD, author of The Psychology of Judgment and Decision Making, is knowing the difference between an "investment trap" and a run-of-the-mill rough patch. When you're unsure, Plous recommends taking these three steps:

1. List arguments for and against continuing.
If your primary reasons for persevering have to do with the past—for instance, you find yourself thinking, "But we've been friends for so long" or "I've worked here so many years" or even "I've already sat through half of this Katherine Heigl movie"—it may be time to change course.

2. Solicit opinions from others, especially from those who weren't around for your initial decision.
People who aren't involved often have a different and useful perspective.

3. If you decide to go forward, schedule check-ins.
Tell everyone that you're going to give this project your all for six more months and then reevaluate. Plous calls this a built-in exit strategy. At that point, ask yourself, "If I could start over knowing what I know now, would I make the same choice?"

If I had to do it again, I wouldn't take on the piano. In fact, it was only after I quit that I discovered an extracurricular that is truly fulfilling: yoga. No one was more skeptical about breathing and bodily contortions than I was when I chanted my first "om." But 18 months later, my desire to practice gets stronger every week, and my sticky mat is the one place I find peace. Am I more adept at asanas than at making music? Actually, I can't even touch my toes. But that's beside the point. I'm not striving to perform perfectly; I'm just looking for harmony.

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