Since the dawn of man/woman, we have been hard-wired with a self-protection mechanism that operates both on a physical and psychological level. Back then survival was the name of the game, and despite the world changing drastically over time, this feature of human nature has not evolved. Most of the time it is for good reason...it's what tells you to lift your hand off of that hot surface or to be extra tuned into potential danger when walking down a dark alley alone at night.
Unfortunately, it is also what sometimes gets in your way when you are performing or preparing to perform. It can make you hold back, avoid challenges, give up easily, respond negatively to critical feedback, avoid change, adopt a negative mindset, and a whole host of other responses that only serve to get in the way of you being able to perform to your potential. Our mind does this because it thinks it's helping us by keeping us safe...from failure, discomfort, negative emotions, conflict, etc. (for a good, quick read on a related topic check out this Brain Pickings article)
Though there are many times when our minds are serving us well, there are also times when they simply just get in our way. That is why consistent mental training is so important. It's also why making sure you're not protecting yourself too much during training/preparation is so essential. Challenge yourself. Get out of your comfort zone. Confront your weaknesses. Train and prepare for the adversity/obstacles you might experience when you perform. Be vulnerable. Seek the help of a mental performance coach.
"You are only confined by the walls you build yourself." - Andrew Murphy