If it's things that you are somewhat afraid of doing what I would do is break the activity (activty? Goal?) down into smaller steps and try not to think about all the parts or all the effort it will need at once.
Like applying for jobs I will try not to think about each job so hard. I mean the chances of even getting an interview are slim so I would do better not to think so hard about every detail of a working day at my mythical place of employment.
Not sure if that's the sort of thing .. but what helps me is someone over my shoulder saying take it slower, just try the first step, don't think so far in the future because it's usually way different from how you picture it. And not too be too hard on yourself. Good luck with what you want to accomplish!