I think it would be worse to expect nothing than to be disappointed. — L. M. Montgomery. Canadian novelist (1874–1942)
Anyone who has gumption knows what it is, and anyone who hasn't can never know what it is. So there is no need of defining it.
It's not vanity to know your own good points. It would just be stupidity if you didn't; It's only vanity when you get puffed up about them.
Proverbs are all very fine when there's nothing to worry you, but when you're in real trouble, they're not a bit of help.