There are a number of reasons that people don't make it through training. It may be that the training program was too difficult, but it may be that other factors precipitated the separation from the training program.
Notice that I didn't say failure.
If you separated from the program because you were getting everything wrong, couldn't memorize or learn, and couldn't follow the procedures or understand what was going on, that's one thing. If there were other reasons, I wouldn't call it a failure.
Even if it is a failure, it's a an opportunity to learn. View it and use it accordingly.
I've been in classes (not regional) in which multiple pilots left. One of my classmates was an experienced captain elsewhere. She was undergoing a divorce, and had too many irons in the fire because of that process. She dropped out. Another for health reasons. Another with a family emergency. One because a previous employer called with an urgent need, and it was coordinated with the new employer. There are numerous reasons, but the most important one is personal. How does it affect you, and can you do it again?
If you don't want to fly for an airline, then there's no reason to subject yourself to the training. If you do want to fly for an airline, then approach the training with the knowledge that it's going to be a lot of information in a relatively short period, and possibly at a greater complexity than you're accustomed to seeing. Dive in with both feet.
My last training hotel room had walls plastered with posters and papers and notes. Cockpit posters, procedures posters, systems notes, memory items, etc. I seldom left my room but for class and sim. We had others who went golfing, to see shows, etc, and one of them didn't make it, because he didn't put in the effort. Airline training isn't necessarily difficult, but does require dedication and a lot of repetition. It also requires arranging your study efforts and time. Many find it useful to organize into study groups, and some things like checklists and procedures work best if bouncing off of other classmates, crew-fashion, as well as quizzing back and forth. Not for everyone, but at a minimum you should be doing quite a bit of it with your sim partner.
If you want to go somewhere else, do that. If someone asks what happened to your job, tell them it wasn't for you, and focus on your new efforts. Learn from what happened, move on. What else can you do?