In her altogether illuminating book True Refuge: Finding Peace and Freedom in Your Own Awakened Heart, mindfulness teacher Tara Brach writes:

The Buddha once asked a student, “If a person is struck by an arrow, is it painful?" The student replied , “It is." The Buddha then asked, “If the person is struck by a second arrow, is that even more painful?" The student replied again, “It is." The Buddha then explained, “In life, we cannot always control the first arrow. However, the second arrow is our reaction to the first. And with this second arrow comes the possibility of choice."

The first arrow is our human conditioning to cling to comfort and pleasure and to react with anger or fear to unpleasant experience. It’s humbling to discover that willpower is often no match for these primal energies . We believe we should be able to control our “negative" emotions, then they just storm in and possess our psyches. We think we should be able to stop our obsessive thoughts or compulsive behaviors, but the anxious rehearsing, the cravings for food or attention, hound us throughout the day.

The second, more painful arrow is our reaction to these “failures." Sometimes our self-aversion is subtle; we’re not aware of how it undermines us. Yet often it is not— we hate ourselves for the way we get insecure and flustered, for being fatigued and unproductive, for our addiction to alcohol or other substances. Rather than attending to the difficult (and sometimes trauma-based) emotions underlying the first arrow, we shoot ourselves with the second arrow of self-blame.

Awakening self-compassion is often the greatest challenge people face...

Brach's book is a life-changing read in its totality. Complement this particular passage with Ann Patchett on self-forgiveness.