Setbacks in your academic progress can be unexpected things that happen that can result in disappointment and your performance not being as good as you had hoped.
For example:
It is impossible to prepare ahead for unexpected events but your reaction to those events, should they happen, can make the difference between success and failure.
Failure is not something to be feared and much can be learned from facing up to problems
References
Making Mistakes Means I'm Not Capable
Resilient People Only Work Independently
Academically Resilient People Find Large Tasks Easy
Feeling Out of My Comfort Zone Means I Don't Belong in My Area of Study