Really like the art analogy.
I remember being in a group once where someone asked what is the first thing we do when we make a mistake. A lot of responses were about learning to avoid this in future etc. Mine surprised a few by being assess if I like where I am or what has happened. Many of the best things that have happened to me were mistakes to start with. I made a call against my normal judgement by selecting to go home with a girl who seemed very level and all round far to good for me, normally I would avoid this because I had a tendency to hurt decent people. I am now married to that woman, I hurt her and have been hurt by her as only people who feel so much can, but if I had walked away from that mistake I would have missed out on the 2 greatest things in my life, my wife and son.
As long as people know what they are doing and the potential risks don't affect others adversely I believe they should be allowed to make mistakes and learn from them good and bad. The imperfections in life are what makes it worth having. It's the stupid things we did that either went horribly wrong or spectacularly well we remember most, so never be afraid to look and be a fool, it's worth it.
We all grow up with regrets about things we did, but the hardest to deal with seem to be for things we didn't do. I see a lot of people get to my age, wake up realising they did nothing they dreamed of. These same people look at me, boring family man with no social life who hasn't been on a night out, apart from brothers stag do, in well over a decade and wonder why I can be so happy living like this. I did the things they felt they missed out on and more so I know the boring family man life is better and just enjoy it. If I hadn't I could be one of them.
You are young and that is a good time to make silly mistakes. As long as they aren't illegal or dangerous to others go for it. One of the guys I used to know when I was frequenting metal clubs used to borrow a dress from one of the girls who attended the club from time to time and go out made up in heels etc. Another friend of mine who was less used to the scene got very excited and reported to me that he had seen two women necking on the dancefloor, he was a touch deflated to be told I knew one of them was a bloke, and mortified to find out the one whose butt and legs he fancied had a goatee. It was the guy being more outlandish and not caring about looking absurd who was having most fun.
Depression often stems from the need to fit in and feeling that there is no place for you in society. Reality that takes time to learn is that the very best people you will ever meet are the misfits. Once you get that into your head it becomes a good thing to be the weirdo getting funny looks, because you realise those giving them are just too scared to be different and very often envy your willingness to just be yourself. I hated who I was in youth and wanted desperately to be normal, now that would be my ultimate nightmare, because the normal people I see are generally very miserable, I find it strange now to look back and think how much I wanted to be one of them.
Not even remotely fitness related but not everything on these boards is.
You've proven yourself smart enough to think forward and keep progressing even when you encounter setbacks, a talent many my age haven't managed. That earns a lot of respect from others who have done likewise. You will do well, no idea in what obviously, but that attitude is what carries you to places you likely haven't even considered yet.