Every entrepreneur knows the feeling of being well outside one’s comfort zone. There are times when every decision seems daunting and you’re unsure which direction to take. Even worse, you feel like everyone else has it figured out, except you.

In reality, nothing could be further from the truth. Even the most successful entrepreneurs didn’t start out wisely making every move. They were forced to figure it out.

You can increase your chances by learning from successful entrepreneurs and their experience. To help with this, I interviewed five remarkable entrepreneurs and asked for their advice. Use their expertise to avoid mistakes and better position yourself for success.

Lesson 1: You must be persistent

Persistence is a trait you hear mentioned often by the most successful people, and this is true for Brittany Hodak. As a co-founder of Zinepak, Hodak continually overcomes rejection and creates her own success.

“As an entrepreneur, you’re going to face a lot of rejection — it’s inevitable” says Hodak. “I’ve been doing this for six years, and I still get rejected every day.”

So how does she deal with rejection? “It’s vital to know that just because someone is rejecting an idea or a product, they aren’t rejecting you personally. You have to be just as enthusiastic after thirty ‘nos’ as you are after the first ‘no’.”

Lesson 2: Only compete against yourself

Today’s social-media obsessed world has made it all to easy to compare yourself to others. Kim Kaupe, co-founder of Zinepak, and a Forbes 30 Under 30 honoree, stresses the importance of avoiding this toxic trap.

“I’m competitive, which is a great trait,” she says. “But if you constantly compete and compare yourself with others, you’re likely to internally admonish yourself. This negative self-talk doesn’t help you become who you want to be. Instead, train your mind to compete against yourself, which leads you to outperform your last personal best.”

Kaupe offers this suggestion: “Every step of the way you must celebrate who and where you are. Learn to let go of self-judgment.”

Lesson 3: Think big and iterate

Crowdfunding has become one of the most transformative innovations of the last decade, and Slava Rubin has been at the forefront as co-founder and former CEO of Indiegogo.

So what does it take to start and lead a revolution?

“My advice is easy to remember: Think big, start small and iterate quickly,” says Rubin. “Thinking big means having a vision, and striving to make an impact on the world. Starting small means not letting your big thinking slow you down.”

Rubin also recommends: “Be nimble and alter your plans based on data and the feedback you get from your customers. If you adapt based on what you learn from your real-life experiences, you’ll gain momentum and build a strong product.”

Lesson 4: Take risks

As founder and CEO of Tala, Shivani Siroya is redefining how loans work in the developing world, empowering underserved people in countries like Kenya and the Philippines gain access to credit, even if they don’t have a formal credit history.

How did she do it? By taking risks.

“In order to change the system fundamentally, we had to actually lend against our own scores and own the entire customer relationship,” says Siroya. “By doing the scoring and lending ourselves, we could instantly validate our scores and improve our models. The impact on our customers’ lives was instant and measurable, and made our business what it is today.”

That decision involved considerable risk, yet it paid off. Tala’s revolutionary mobile-based credit scoring process has already helped expand financial opportunity to more than 500,000 people.

Lesson 5: Stay true to your vision

Laura Behrens Wu is quickly becoming the face of the next generation of elite entrepreneurs. Her startup, Shippo, has raised over $9 million and she appeared on this year’s Forbes 30 Under 30 list. She is helping to take the headache out of shipping and has built one of the hottest startups in the process.

“It’s so easy to get distracted by potential customers asking for different features,” says Behrens Wu. “It’s important to receive customer feedback, but don’t necessarily build every feature a customer wants. You need to stay focused on your customer profile and vision.”

At the end of the day, you must build the product that is true to your vision. That’s what we did while building SkyBell, and we’re grateful we didn’t get distracted chasing every customer’s wish.

The entrepreneurial journey is tough, but it can be easier when you benefit from the experiences of those who have gone through the process and overcome obstacles along the way.

Andrew Thomas is a founder of SkyBell, a video doorbell system.