Place yourself in the following scenarios...
You didn't get to the finish point first.
You didn't get enough victory points.
You didn't guess "Bill Clinton plays a saxophone" before the timer ran out.
You realize you lost. But before you get all butt hurt, imagine taking a deep breath and then realize that you SHOULD not be upset. Forgetting the amount of time you invested in trying to win the game, you need to realize that you opened yourself to a perfect opportunity to learn more about the mechanisms of the game and the play style of your opponents.
Take for instance Carcassone. Carcassone is a strategy tile game in which players take turns placing randomly drawn tiles on a play field. These tiles depict images of sections of a city, road, or a combination of the two. On each player's turn, the active player has the option to place a pawn on the placed piece to gain victory points (depending on how it is placed). These pawns are critical in winning, which is why the strategy of winning is based on how well you can "trap" your opponents pawns from scoring.
And I suck at it. Well, I used to not suck at it until all my friends realized my strategies and turned the tables against me...and now I'm losing. Constantly. And I hate every single one of them, but I still love playing the game because it's forcing me to change strategies and how I anticipate my opponent's moves. I don't mean to sound like a little-league coach, but I've discovered that the key in becoming a better gamer is highly dependent on your ability to learn from your previous mistakes.
So go forth gamers. Lose to your hearts content and display your battle scars proudly.