1Being pushed into something before you are ready does more than frighten you. It teaches you that the pacing you were promised cannot be trusted, and that is the harder thing to repair.
After a step that overwhelmed them, most people go straight back to avoiding, and they also start negotiating every later step defensively, which is a reasonable response to having been misled once. If you are the one guiding, an apology and a visibly smaller next step is the repair. If you are the one who got pushed, saying plainly that it was too much is not a loss of nerve.
Islamic evidence
Draw near! Do not be afraid, for you are one of those who are safe (Quran 28:31). Moses had already fled, and what came next was a call back rather than a reproach.
“Throw down your staff.’ When he saw his staff moving like a snake, he fled in fear and would not return. Again [he was called]: ‘Moses! Draw near! Do not be afraid, for you are one of those who are safe”
Qur'an 28:31
Psychological evidence
One caution against overstating this. A theoretical review notes that neither how much fear drops during a session nor how anxious a person is at the end predicts the outcome, so a distressing session is not automatically a wasted one. What makes a step go wrong is escaping before anything was learned, rather than the distress itself. The evidence that a badly judged step actively sets people back is thinner than clinical confidence about it suggests.
Craske MG, Kircanski K, Zelikowsky M, Mystkowski J, Chowdhury N, Baker A. (2008). Behaviour research and therapy · doi
Review detail
Why it works. Trust in the plan is what carries someone into the next step, so it is worth more than any single rung.