Breathe Through It
One of the most important things in life is to be able to experience an aversive reaction and just, like, breathe, man, then do the thing you needed to do anyway.[^1]
There's various tasks (taxes, medical things, awkward emails) that many people avoid endlessly, and they therefore pile up and get worse, and if you can just get your body to sit still and feel the discomfort and then carry on anyway, you're in a much better place in life.
I'm usually skeptical of the health claims from Sauna Bros, but I think they're probably right that sauna trains you for this incredibly well: you get repeated practice at being deeply uncomfortable and convincing your brain that it's going to be ok.
The same probably goes for long distance running: you're giving yourself practice at hating something, and doing it anyway, and making peace with it.
I started doing what I call Ad Hoc Cold Exposure Therapy in winter, which is basically just leaving my house in a tshirt and giving my brain practice at not-panicking.
I truly think some kind of primal defense mechanism kicks in saying "find shelter immediately!" because your brain thinks you're in the tundra and you might be an hour away from warmth and getting there in 60 minutes instead of 70 might be life-or-death.
But this is not realistically an issue for me in New York City, and once I get past the brain panic the cold is actually fine?
I do think the "viscerally convincing yourself that you are fine, not just suffering for your later good" part is important. I think if you just make yourself do something you hate and the whole time you're thinking "ok I can stop in 60 seconds, 59 seconds, 58 seconds...." you're training your brain to be even more aversive to it, and next time it happens you'll hate it even more. So you don't just have to breathe through it, you have to breathe through it while training your brain that it wasn't such a big deal anyway.
[^1]: what people think is Most Important is often just a reflection of what they're bad at. In this casae, I'm bad at breathing through aversive reactions, so it's a big and obvious constraint on my success/wellbeing, so I think it's One Of The Most Important Things In Life.
But it's not the most important thing in life, it's just (potentially) the most important thing for me personally to work on next. Meanwhile, I don't struggle with e.g. feeding myself every day, or talking to other people, and if I were bad at those they would be bigger and more immediate bottlenecks.
All this to say, my opening sentence is just obviously untrue: there's tons of stuff that's more important in life in general, I just take most of those important things for granted because I'm not personally struggling with them right now..