Western parents worry a lot about their children's self-esteem. But as a parent, one of the worst things you can do for your child's self-esteem is to let them give up. On the flip side, there's nothing better for building confidence than learning you can do something you thought you couldn't.
Real self-esteem has to be earned. I also believe in virtuous circles, like, nothing is fun until you are good at it. It is great if you can instill in children the ability to not give up, to have a work ethic.
When my kids wanted to give up on things, I wouldn't let them, and those are lifelong lessons.