A child of 10 months is learning to walk. She falls and then tries to get up and walk again. She does not give up on walking.
Look out for that fear of failure that slowly starts building in children. Recognize that pattern. Children are very receptive and perceptive. They observe and model their behaviour.
Having choices is good. It may also be a luxury but pursuing one and making something out of it may be the first step towards building resilience.
Yes, let them fail and try again.