Sort of curious, that term: thick skin.
Maybe more curious yet, to cultivate such a thing through an act of will.
To be sure, I thought of that term when I was a member of the local subdivision board. Interestingly, in that instance, it wasn't so much like: perseverance -- as one might interpret such a euphemism -- but rather more akin to the callousness that such a term might mean. And in my personal familial tribulations, it has felt more like the accumulation of scar-tissue.
Anyway, just riffing on an interesting term. Nonetheless, I think you are right in the fact that it is only acquired through personal experience. Which might boil down to: Imagine what you want to do, then go do it (maybe preferably among others who like to do the same sort of thing).
Then you got yer Billy Blake line that goes: "a fool who persists in his folly will become wise"
One of the entropic phenoms. of...gaining chronological...experience is that the damn skin insists on growing thin (literally speaking). So I just figured this was a pregnant moment to explore thick skin.
In closing, I'd like to offer a nugget of advice that I once heard:
"Never buy a hat through the mail-order."
(For a sailor, you can only imagine this to be even more trenchant advice.)