Here is answer by Mr Nitin Ray for same question asked on 24 th July 2010 :
1. Never trying is definitely worse. If you never try, then you never have the opportunity to succeed. If you fail, then you at least tried and nobody can say anything to you about that. But, by not trying you will never know if you could have succeeded at what you were doing.
2. Thus, never trying is easily the worse option here. ... Never trying is failing without being able to learn from it and improve yourself.
3. It also depends on what you're trying to accomplish.
In the case of... say... trying to get in good with a person you're attracted to, it's better to try and fail. That's an easy one to learn from.
4. On the other hand, if your objective is suicide, it's generally better never to try... or so I would imagine.