Thankfully I have not had that many setbacks during the time I have been all fitness-like. Right now I have my arm hurting quite a bit, and I have had some back pain along the way, and I hurt my leg during the Mudnewton this year, but none of these have stopped me.
Mostly I think I handle setbacks simply by doing something different for my workout when the time comes and maybe a bit of rest. For instance with my arm hurting I have just done cardio things instead of weights, not a big deal there. When my leg was hurting I did have to take a break from running for a few days, well I was supposed to miss a whole week, but I did a short 2k run mid way through. When my back has been hurting a bit I have tried to figure out why and done exercises to help it feel better. So when it comes to physical setbacks, I either change what I am doing to avoid the problem area, or seek a way to help out that area and maybe grit my teeth a little and bare the pain.
When I was on my mission to lose weight I’d have at least one day a week where my weight would go up. in the beginning of the whole journey these weekly (or sometimes twice a week or sometimes every other week) spikes in weight would be a bit demoralizing. I’d be thinking ‘I did all that work yesterday! Why did I go up today?!’ It made me work harder, I had a goal to reach and I was going to get there. Eventually I accepted it as part of the cycle, and took it in stride. I knew that on the days where I went up half a pound, if I stuck to the plan and did my thing the next day I’d be down that weight plus a little more.
We all deal with setbacks differently of course, but I think what it important is to keep the goal in mind and continue the work towards it.