I share some of my failures in life, mostly growing up.  In my book: You Are Your Child's Best Psychologist https://www.amazon.com/dp/1935576062/?tag=medrounpublic-20

I mention that parents should know their top 10.  I share some of my top 10 and other minor failures.  

I'm a big proponent of being unafraid of anxiety.

Likewise I'm a big fan of being unafraid of failure.  To help our kids learn to be unafraid of failure, we should share our failures.  Sharing failures builds connections because kids want us to be vulnerable, which does so much more than lecturing does.

Of course, we use wisdom to choose our moments when to share our failure stories.