I am in the process of learning how to build physical and mental toughness. Now I have always considered myself to be a strong person in both areas.
I have overcome many odds such as escaping an environment in the projects where many of my grade school friends have died before the age of 25, different forms of abuse, and even a weird emo period in college. I also have added 15-20 pounds of muscle to my formerly wispy frame.
But new levels require resharpened tools. It is difficult to balance new work demands, a child, a social life, and just plain ole me time. What I am slowly discovering is that being physically fit helps with being mentally fit. The closer I stick to my gym routine the better I feel and the more stamina I actually have throughout the day.
I suggest defining your goal, which can include how long you want to work out and what you want to accomplish by working out.
Find a routine that is easy for you to stick with. Make small incremental progress week over week. (For instance, this week you can do 3 sets of 10 bicep curls then 3 sets of 12 the following week.)
Then keep doing it until you reach your goal.
Now there will be set backs and you will plateau at come point. The key is to make a tiny adjustment and recover quickly when you fall off from your routine.
Consistent action over a prolonged period develops toughness period. You see they go hand in hand. As you begin to what you can accomplish physically, the doors of possibility will open up for you mentally. You will be more confident too.