Next to trying and winning, the best thing is trying and failing. — L. M. Montgomery. Canadian novelist (1874–1942) Failure
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.
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.
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.