Mentally strong people do seven things: they learn from mistakes, take calculated risks, never shy away from challenges, don't give away their power, don't dwell on the past, take failure as an opportunity, and never focus on things they can't control. They accept responsibility, appreciate lessons learned, weigh risks and benefits, welcome challenges, control their emotions, accept but don't focus on the past, view failure positively, and tolerate discomfort without frustration over things out of their control.