I struggle with that sort of thinking as well. I try to remind myself that if I don't want to feel bad about my past in the future, I can make choices today that will support that. If I start to feel bad about how I let myself get fat and out of shape, I try to get out for a walk or some other kind of exercise instead. Theoretically
It's very hard. Baby steps work well for me, but it almost seems like I get to a point where I feel like I am making progress and then I just let it all go to hell again and have to work up the energy to start over.
The starting and not finishing is something I do as well. A lot.