James Cracknell said Strictly Come Dancing taught him you have to “back yourself” after he was eliminated from the show.
The Olympic rower got the boot from the BBC programme on Sunday night after losing to David James in the dance-off.
Appearing on Strictly spin-off It Takes Two, he said he had taken a lot from the experience.
He told host Rylan Clark-Neal: “In the past I’ve only ever really done things that I’ve known I’ll be OK at, whereas I knew I was not a natural dancer in any sense.
“So actually, it’s more brave a decision in a way to do something you know you are going to really struggle at, and I’ve taken a lot out of that.
“If anyone has anything they are worried about or they think they don’t back themselves to do, whether it’s dancing or going for a job or asking a girl out, whatever it is, you are never going to know if you don’t try.
“I think that’s what I will have learned… actually just back yourself and go for it.”
Cracknel fractured his skull and suffered a brain injury in a cycling accident in 2010, and he has said the accident was behind his decision to sign up for Strictly.
“One of the reasons I did it is that people’s perceptions of what you are able to do after having a pretty serious accident are limited,” he said.
“And if you listen to people putting any limits on you, whatever it’s for, you are only ever going to hit that ceiling.”
Cracknell, who was paired with Luba Mushtuk, said he was just starting to find his “inner dancer” when he was eliminated.
He said: “By Wednesday you are thinking, OK, still struggling to grasp it, and Thursday, Friday start to enjoy it and I think I had just started… Luba had chipped away and the inner dancer that had been hidden for 40-odd years was starting to come out.
“It took me 10 years from starting rowing to win a rowing race so I’m not going to be that good in two weeks.”
Strictly continues on BBC One.