Amen. I got better at finishing by starting really small. Like putting together a small puzzle (and finishing it), then moving onto a paint job for my library shelf (and finishing it), then moving onto building a roof top garden. In my experience, this skill of finishing does carry over into technology projects/work, even though the first attempted projects are distinctly non-tech or non programming oriented.

Also may I suggest you word your goal as "finishing most things I start, rather than finishing everything I start" as this setups you up better for success than an all or nothing approach.