An important tenet of storytelling is that character is revealed through how an individual responds to challenging situations. For instance, a character who runs from a challenge is very different from one who uses her intelligence or her charm to overcome it.
Here, Eleanor Roosevelt suggests that perhaps we learn about our own character in much the same way; by observing how we handle adversity.
This idea is supported by a classic theory of social psychology, self-perception theory. As Roosevelt implies, if you don’t see yourself as a very strong person it may simply mean you have not put yourself into enough challenging situations.