(This is mostly for my students, but really, it applies to anyone training in...anything).
You don't have to be sorry because you didn't understand the technique. You've never done the technique before.
You don't have to be sorry for having a bad day in sparring. You're sparring with good players. Some of them are more experienced than you are. Some are bigger, or stronger, or faster, or all three.
You don't have to be sorry for losing the fight. You fought hard. The other guy fought harder.
You don't have to be sorry because you're not getting it right away. You just started. Even if you've been at this for several years, you just started. Almost any way you count it, I'm two decades into my martial arts career, and I don't get it all right away.
You don't have to be sorry because you're scared. Someone is trying to punch you in the face. That's scary.
You don't have to apologize for missing practice because you had to be with your family. It's your family, for G-d's sake. They are infinitely more important than this.
The process of training is, well, a process. I know it's a cliche, but, if it was easy, everyone would do it.
If you're trying and failing, that's fine. Keep trying. It's the only way any of us get any better.