A coach is no more than a more expensive method than your self-help tools, like all those by LSC and other companies. Of course, the coach will tailor his teachings to your personal case, but they will almost invariabily be based upon standard techniques.
The first step in the long journey to change is becoming aware that you need to change as life can be much better when certain old patterns are superseded by new ones which are more useful.
Making mistakes is part of the process of changing. I agree that, as you put effort (no matter how small or big) in what you trying to achieve, you will get benefits. They may appear as setbacks sometimes, but later you may look at them under a different perspective.