Yeah, this is why it's important to try and break down large goals into smaller goals. (I'm not saying it's easy though)

Look at building muscle for example. What you need to do is focus on the little improvements, one extra rep each week, one extra pound each week. Make that your goal every single workout, instead of beating yourself up over the fact that you don't look like 5x Mr Olympia Chris Bumstead yet.
(Which you won't anyway, but that's another story)

We want short-term success, instant gratification, but excercising for improving our health is a long-term project, whichever way you do it.

So you need to train in a way that gives you these smaller achievements sprinkled throughout the weeks, months and years.

How though, that's highly individual and depends on the person.