The simple truth is that if you are playing honestly, you will fail, a lot. That's just probability. You could be a total wad and power game all of your characters but that's just boring. But that's another story for another time.
|When that enemy rolls a 1 and you follow up with a 20.|
|And other times you just can't.|
Other times the GM just hands the players a situation they can't handle for a variety of reasons, and you just get steam rolled.
Personally, as short as this is, I think that gaming is awesome for those ups and downs that you get along the way. It makes the character's story, and in a way defines him/her/it.