Startups must embrace failure. Fail hard, fail fast, move on. The ethos is that nothing happens perfectly so better to try out and fail than not try at all. Besides failing is one of the rites of passage so being scared of it means you always take the safe path and never venture out to where big rewards could be. But there is risk attached to that.
I am sure the advice to startups doesn't mean fail at everything and keep changing goals but it's about taking away the f