It means two things. We desired something with hope instead of skill and effort. Or we chose something by backing it up with skill and effort, yet external parameters needed to be more conducive to achieving the outcome. Both reasons may surprise us, but they are real. The sooner we adjust the reality, the better we are off. But does it reflect poorly on the self? Surprise is a function of not knowing the possibility that we may not get there. Not knowing that puts us in a blind spot. When we are caught in a blind spot, outcomes hurt. Surprise dramatically reduces when we accept that an uncertain outcome is possible for our desire. We must be okay with it. This means our internal state of what we expect and external state of results are sincere failures that we must learn from without beating ourselves. Having a fall is fine! In fact, it may be avoided altogether because we are okay with the possibility! Get ready first!
Start and build out resilient effort.