First thing to do to get better... don't feel sorry for yourself

If you have trouble finishing projects chances are you're being overambitious and creating projects that are so large they overwhelm you. Try to work on smaller projects where you limit yourself to a few hours or a day to come up with a simple game or piece of music. That way you are forced to greatly limit the scope of your project, which increases the chances of actually completing something. Sure, the resulting creations are most likely going to be rough (to say the least) but you'll end up with something that can be considered completed and that's the most important part.

Or you can always help someone with a project so you can be experienced with creating your own project.

Don't bite off more than you can chew. Then you wouldn't have this problem 

Are you creating a video game as a labor of love, or are you planning on selling it? App game, pc game? Do you have the specifics of the game figured out, things like story fleshed out, genre, mechanics? Do you have education in programing and coding, or self taught? Do you need to hire another person or persons to shore up areas of the game you might find difficult? If things get overwhelming, shift focus to one project, either the creating of the video game, or working on the music. Take breaks by going for a jog, or a long walk to clear your mind. A runners high can do wonders to stress relief and clearing ones mind. Try to get feedback on what you are working on, from others.

You also half-ass making threads.

Pick and choose, focus on what you like best instead of trying to do multiple ambitious projects. I don't know much about creating music but I do know a lot about programming. Everything always takes 3x as long as you though it would, even if you start with the assumption it will take 3 times as long :/ Set clear goals and avoid feature creep. Even the best software houses fall for that trap and development hell is everywhere.

Working longer also doesn't make things go faster. 6 hours of coding a day is about the max you should do, beyond that you're likely just to make more bugs than progress. Spend more time on planning, writing things out, than actual coding. Also don't be afraid to start over on sections. A rewrite always turns out better than trying to 'patch' things.

Set small milestones and celebrate reaching them. Divide tasks up in small parts so you continually feel progress. And if it's no longer fun to do, do something else. The worst is to just keep going to get it finished. You'll only resent yourself for that. The list of things I've completed while programming is dwarfed by the list of abandoned projects. However don't see it as time wasted, you always gain experience!

Best advice is not to compare yourself to others. See the improvements in yourself. What was hard last week is now a lot easier etc.

Are you crying? You need adrenaline. My suggestions: pick a fight with a bear to the death; ride a bike everyday like crazy; or find a girlfriend.

We've all been there. Especially if you have a creative mind, full of ideas. When it happens, obviously something isn't working, you just need to figure out what is it. I'd normally go back few steps, and try again but on a smaller scale and with lower expectations. Reschedule, prioritise, don't mulitask. Don't be afraid of scraping some of your workload completely. Sometimes realisation of how much work is ahead of you can be paralysing. Once you establish that, split you work into smallest chunks possible. This way you set yourself for small victories ... and they feel good, trust me. As long as you don't stop and move forward with your doable plan, you'll be fine. Just don't think about the negatives too much, that NEVER helps. And if you can't help it, just note how much time you spend worrying about something vs how much time you spend actually doing something about it.

ps. you don't need to be under anybody's wing. Your life is in your hands and always will be in your hands. The unknown is scary, reality isn't. 

I never set my goals for myself, never disappointed!