Some good stuff happening over at RPG YouTube right now. Matthew Colville began by discussing Losing in an RPG, and +John Harper followed it up with an add-on/challenge to that topic. I've posted both below, but also expanded on John's wisdom, based on how I've seen, run, and played games for the past many years.
This isn't to suggest that you shouldn't enjoy winning, but rather to encourage you to also enjoy losing, because even when you lose you can create great story. The Force Awakens would be a worse film were Han not killed (as gut wrenching as that was). Boromir wouldn't be as interesting a character had he not sacrificed himself. A Game of Thrones would not have been as compelling if Ned wasn't decapitated.
However, to cap this all off, I'm still a firm believer in what +Adam Koebel has now popularised: killing a character is the least interesting thing you can do to them. They can lose, and sometimes death is the logical result of a loss, but more often than not you can scar them, or defeat them, and allow them to live (and struggle) another day for a better story down the line.
Finally, regular readers may not that it's been a month since my last This Week - this has been somewhat intentional. I've needed a break, to refuel and to reorganise my thoughts. It's been very needed, and I feel a hell of a lot better after it all. I should be getting back into regular programming soon!