When my oldest DS was 4.5 he had a tantrum in class (very unusual as he has only ever had a few in his life) because he had got a sum wrong! That evening DH came home from work and explained how he had made a big mistake (fictional of course!), but never mind as he had learned from it and we all discussed how everyone gets things wrong at some point. The only downside is that DS went in to school the following day and in front of a group of other parents, loudly told the teacher how his dad had made a "HUGE mistake" at work! Fortunately I stopped caring what other people think a long time ago
On a more serious note my youngest DS (4.5) is a perfectionist and won't do anything where he can fail - he would rather not try than fail. He spoke fairly late (compared to my older DS), but spoke in sentences when he started. My husband is still a perfectionist so you can only imagine what it is like in our house...
Sorry I don't have anything more helpful than I feel your pain! There are some good book suggestions above and I think that I will look into them.
