ONE PIECE A DAY KEEPS THE DOCTOR AWAY
I feel like this is the most important piece of advice I have for you, but perhaps it's hard to explain. I will try.
When dealing with complicated and large size puzzles you will have hard days. Days in which you will just stare at the table, a bit sad or frustrated because you don't know how to proceed. Don't worry, that's absolutely normal. The only thing you have to do is try to connect one piece a day. Only one. Really.
This way you give yourself the message that you are not giving up when there is a challenge in front of you but you are rather persevering. And very often, when you connect one piece then you will connect another one and then realize that you can connect another one, and so on...and maybe by the end of the day you will have connected 10 pieces and you will feel satisfied. If that will not happen, no worries, you will still have connected one piece (so job done and you can wait the next day to try to go further).
Our brain is an incredible tool, but sometimes it has to be tricked because it tends to get lazy.