Albert Bandura (1977, 1982, 1986; Bandura, Adams & Beyer, 1977; Bandura, Adams, Hardy & Howells, 1980; Bandura & Schunk, 1981; Bandura & Simon, 1977) reinforced the construct called self-efficacy to account for psychological changes that occur as a result of various modes of treatment. Most simply stated for this note, self-efficacy is conceptualized as our expectations that we can perform competently across a broad range of situations that are challenging and which require effort and perservence.  In other words, self-efficacy expectancies are convictions concerning our ability to perform behaviors that will yield expected outcome.

Perhaps Robert J. Sternberg best sums up the importance of a learner's degree of self-efficacy when commenting on what he believes constitutes successful intelligence.  During a 1996 speech to members of the National Association of (USA) Secondary School Principals, Sternberg listed seven characteristics that appear over and over again in people who are high in what he calls "Successful Intelligence."  Here is part of his fifth characteristic.  As I cannot match his prose, I shall quote him directly:

People who are high in successful intelligence ... are high in self-efficacy-they believe in their ability to accomplish what must get done.  A common mistake is to believe that self esteem is important for success.  It isn't.  In fact, many successful people do not have particularly high self esteem, defined as a globalized positive evaluation of oneself, independent of one's accomplishments.  Part of what motivates successful people is often their not particularly high self esteem.  High self-efficacy means believing in one's ability to get a job done.  People who don't think they can succeed, often don't: Having told themselves what they can't do, they then proceed not to do it (Sternberg, 1996a; see also Sternberg, 1996b; bold emphasis is mine alone and not those of the author).
Selected References

Bandura, Albert  (1977).  Towards a unifying theory of behavior change.  Psychological Review, 84, 1999-215.

Bandura, A. (1982). Self-efficacy mechanism in human agency.  American Psychologist, 37, 122-147.

Bandura, A. (1986). Social foundations of thought and action: A social-cognitive view.  Englewood Cliffs, NJ: Prentice-Hall.

Bandura, A., Adams, N. E., & Beyer, J.  (1977).  Cognitive processes mediating behavioral change. Journal of Personality and Social Psychology, 35, 125-139.

Bandura, A., Adams, N. E., Hardy, A. B., & Howells, G. N. (1980). Tests of the generality of self-efficacy theory.  Cognitive Theory and Research, 4, 39-66.

Bandura, A., & Schunk, D. H. (1981).  Cultivating competence, self-efficacy, and intrinsic interest through proximal self-motivation.  Journal of Personality and Social Psychology, 41, 586-598.

Bandura, A., & Simon, K. M. (1977).  The role of proximal intentions in self regulation of refractory behavior.  Cognitive Therapy and Research, 1, 177-193.

Sternberg, R. J.  (1996a).  IQ counts, but what really counts is successful intelligence. Speech delivered to the 1996 National Association of Secondary School Principals.

Sternberg, R. J.  (1996b).  Successful intelligence: How practical and creative intelligence determine success in life.  New York: Simon & Schuster.