Last weekend, on a beautiful Colorado spring day, I went for my first bike ride of the season.

I was huffing and puffing up an especially endless hill, gazing longingly at the top -- it felt miles away. I’ll never make it, I groaned. I’m just not strong enough yet.

All of a sudden, I had an idea. What if, instead of staring at the top of the hill as I climbed, I fixed my gaze a few feet in front me? I stopped looking at my end goal and gave myself permission to focus on riding a little at a time. Lo and behold, I made it.

Even more shocking, I enjoyed it.

This experience was a powerful reminder of a very simple lesson: When facing a challenge, small steps are usually more effective than big ones.

In one of my favorite movies, What About Bob?, Bill Murray plays a psychiatric patient of Dr. Leo Marvin, played by Richard Dreyfuss. During one of their sessions, Leo tells Bob he’ll be going on vacation for a month. He gives Bob a book called Baby Steps to read while he’s away. Leo explains, “It means setting small, reasonable goals for yourself, one day at a time. When you leave the building, don’t worry about that -- just worry about leaving the room you’re in.”

In Murray’s classic comedic brilliance, his character follows this advice literally, taking hundreds of baby steps out of the office and into the elevator. “I’m in the elevator!” he gleefully exclaims. “All I have to do is take one little step at a time, and I can do anything!”

There's science behind “baby steps” -- but scientists prefer the much stuffier term “proximal goals.” In a classic study, researchers wanted to help 7- to 10-year-olds with “gross deficits and disinterest in mathematical tasks” improve their performance. They broke the kids into different groups: One was instructed to set proximal goals (six pages of math problems in each of seven sessions) and another set long-term goals (42 pages of problems over seven sessions).

The kids who set proximal goals were faster, more motivated and performed twice as well -- they correctly solved 80 percent of problems versus 40 percent for the long-term group. Interestingly, they were also more confident in their mathematical abilities. Proximal goals hadn’t just helped these children solve problems -- they’d changed the way they looked at math.

In your life, how often do you feel paralyzed by the enormity of the challenges you’re facing? What might be different if you focused on proximal goals?

I'm currently working on a new book about self-awareness. To explore the topic, I’ve had to find and print about 2,000 research articles. For weeks, the articles sat in enormous piles in my office, taunting me whenever I’d walk by. Whenever I thought about going through them, I’d start to hyperventilate.

A few days ago, I said, Enough! I have to get moving! I created 14 small stacks -- one for each of the next 14 days. Now, instead of worrying about the thousands of articles I had to review, I’m tackling things one small stack at a time. When I'm done, I'll be finished with a good portion of the entire stack.

Proximal goals aren’t just for athletics, math and reading. They can also help us cope in the midst of extraordinary circumstances.

Recently, I lost someone very close to me after a long illness. The day he passed away, I couldn’t get past the thought that I’d have to live the rest of my life without him. This unfathomable notion was enough to render me catatonic. A few days later, I realized that I didn’t have to worry about the next 50 years -- I just had to make it through that day. Over time, I know things will get easier. But right now, this proximal goal is what’s keeping me, for the most part, functional.

After the devastating earthquake in Nepal, the world watched rescuers pull survivors out of the wreckage who’d been trapped there for days. These heroic crews focused on rescuing one person at a time. Stopping to think about the enormity of the task ahead might have rendered them completely hopeless -- instead, in the midst of the devastation, they made miracles happen.

In our professional lives, our personal lives and our communities, the challenges we face can feel unsurmountable. We rarely give ourselves permission to take baby steps to solve them. Starting right now, why not focus on making a little progress each day instead of overwhelming yourself with the enormity of what lies ahead?

Confucius summed this up perfectly when he said, “It does not matter how slowly you go as long as you do not stop.”