If you've mostly been strength training, there's no real challenge in lifting anymore. Max effort lifts and high rep work to failure are obviously mentally challenging, but they're likely too familiar to really boost your mental capacity.
If you're mainly into strength training, this can mean completing a marathon or a shorter distance race as fast as you possibly can. If you've been pushing your strength limits for a long time, pushing your limits with endurance work, will increase your mental toughness.
This is hard, but still an "easy" pathway. Because, even though it's challenging, you're used to pushing your limits physically.
This means doing something you're really afraid of doing. When you face what you're most afraid of in life, you'll grow, and the effect will spill over to other areas. Once you conquer a fear, your inner voice will say: "If I did THAT, I sure as hell can do THIS." It simply increases your confidence.
One example for me was skydiving. I'd been scared of heights all my life. The thought of jumping out of a plane was ridiculous. It also came with a real risk of actually dying. But I did it and the best part was the jump out of the plane and journey to the ground.
It was awesome! The worst part was the flight and the time prior to it. Because just the thought of doing it was paralyzing, not the actual act of doing it. Do something that scares the shit out of you and it'll increase your mental toughness.
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