Many things in life we do not finish, hopefully for good reason. In economics we speak about sunken costs. A concept that basically states, that money and effort spent in the past should not affect your decisions today, as each decision is a new one.
This is already hard and painful to apply in a business setting, even more so in your personal life. To admit that all the efforts and investments have been for nothing is hard. What makes it even more difficult is that the decision might be hard to understand to the people around you, seeing you as a failure.
The choice of finishing something you started or rather asses it as a sunken cost involves three different risks, three different levels:
First, social pressure: Social pressure might be one of the main reason why things are finished although it is evident that there are better options out there. Nobody wants to be a failure, right?
Second, loosing friends and colleges: Avoiding the social pressure by avoiding colleges or even ending friendships to those around you, who hold you accountable for this project. Something to be perceived as a sunken cost is a personal decision, those around you might thing differently. It is though to sort things out here.
Third, and maybe most important: The decision is hunting you, you yourself punish yourself for not finishing, questioning the decision again and again. The whole point about sunken cost is to move forward, engage in new projects with full energy.
It is obvious what to do about the first two points (maybe I writer an article about that), but what about the third one? What if the decision was wrong? What if this thing is hunting you even after years? And most important, what if there is a window to finish still, however small it might be?