Former U.S. President Roosevelt said that to be the master of time, the master of destiny, and the helmsman of the soul. Entrepreneurship explains this definition. For individuals, entrepreneurship of college students can not only improve their practical ability, but also improve their innovative consciousness and spirit. As far as society is concerned, entrepreneurship can provide jobs and ease social employment pressure. However, there are still many problems on the road to entrepreneurship. First, lack of social experience and professional experience, especially lack of interpersonal relationships and business networks; Second, lack of entrepreneurial projects with real business prospects, many entrepreneurial ideas cannot withstand the test of the market. Third, like to talk on paper, with big and improper entrepreneurial ideas. Market forecasts are generally too optimistic. Entrepreneurship is really like mountain climbing, if a society is still ashamed to talk about failure, fear of failure, and reject failure, but only advocates success, then we cannot have innovation in the sense of exploration. This is the value of failure to our society as a whole. For individuals, the true meaning of learning failure is that we can face failure, accept failure, resolve failure, let go of failure, and grow from it.