I see this often in Brazilian Jiu-Jitsu, where beginners not only have no idea what they're doing, but they don't even realize how little they know. And being incompetent in BJJ means you're going to spend many minutes with someone literally on top of you. Some people are so overwhelmed by this experience that they don't come back.

But, my experience has been the people who don't come back are those that thought they would do well - the ones that figured "I'm a tough guy, I can hang." When they do just as one would expect a beginner to do, their ego is hurt so much they just don't want to go through it again. I think that for some, being a "tough guy" is part of their identity, and being confronted with the reality is so jarring they'd rather not even learn.

The ones who stick around are the ones who aren't upset about losing.