It has got to be the most difficult thing on the planet to do. There are obviously less gut wrenching ways to meet women. Overcoming the stranger barrier can be a bitch. The losses ALWAYS outweigh the wins, and usually by a large margin. And the less things you have working in your favor, the worst off you'll be. So it begs the question, why the f--- do we do it? Are we retarded?
You gotta admit, some PUAs act like their on the spectrum.
It's very hard to stick with cold approach (particularly daygame) unless you really love doing it.
In social circle, you don't have to approach, you just organically talk to her often. In night game, you have your guys and you've got alcohol, and besides, every guy is shooting his shots. In online, you swipe and hope, and a rejection isn't really a rejection.
But in daygame, you're in a social environment with lots of people around, and you're going up to a girl you've never met. Nobody else is approaching, just you. If you fumble, you're 'it' (lol).
If you can't find a way to turn that into some kind of fun (and I don't mean the crazy 'social freedom' nonsense, but actually having fun just being a guy doing what other guys can't or won't) then it's like some kind of groundhog day where you're forced to relive the same unpleasant experience over and over again.
I look at cold approach as social theater, and I see myself as an actor in a musical. A good performance always requires exceptional presence and embodiment. Everything I do is for the self-expression of the character I play, which is myself. It's an attempt to convert the ordinary into the extraordinary, for no other reason than to create something beautiful, really. If a girl won't participate, it doesn't change the beauty or meaning of what I'm doing, it just means she won't be part of it. Another girl will. And we'll make something really fun and fantastic.
If you're thinking "I just want to grind my way through a billion approaches and hopefully get a hot girlfriend before I lose my mind", well, it's probably going to grind down your energy, your self-esteem, your overall attractiveness, and consequently your results, long before you actually can't take it anymore. And that's not fun.
Can you see, in your mind's eye, a guy who can walk up to women in a way that other people either admire, or at least think 'he's a cool guy, looks like they know eachother'? Can you see that guy being chill, being smooth, calm, relaxed, piquing her interest, arousing her curiosity, making her think 'I like his vibe, I want to know more about him'? Nothing weird, nothing pushy, nothing awkward. The sort of thing that makes other people look on in fascination, with a knowing smile.
Your job is to close the gap between yourself and that guy. And in doing so, you'll become neither who you were nor that guy you idealize, but who you really can be, which is what women will love you for.