Along any path or journey, there are bound to be twists, turns and detours. Expect them.
What really matters is not so much that they occur, but more than that, how you receive and respond to them.
When something unexpected comes across your path, take a moment to notice it and name it. Take the time to really see clearly what it is that's in front of you. If the thing in front of you elicits an emotional response of some kind - feel that. Take the time to really feel your feelings and allow them to happen, for however long you need to.
While you are going through this, lean hard on your self-care habits and the people in your life who lift you up. Then, grant yourself grace and time to deal with whatever it is that's presenting itself.
When you are ready, and only when you are ready, evaluate your perspective around the thing. Be aware of what your perspective currently is, and if it isn't a positive one, do what you can do reframe that mindset. (If you need to know how to do this, don't worry, I've got you - I created a course for that :) )
Once you are in a positive place around the thing in front of you - choose the next, tiny, loving thing that you can do. It might be just drinking a glass of water and washing your face. It might be picking up the phone and having an honest conversation. Whatever it is, however small it is, just do that next thing.
On the other side - whenever you get there - take a peek back and make sure that you notice and learn the lesson that is inevitably always nestled in there. Make sure you take note of the Reminder and do what you can to implement adjustments in your life so that you can avoid re-learning this lesson in the future.
That's my process for approaching, moving through and learning from a "set back". Once you've encountered enough of them, you may realize that they aren't really "set backs" after all.