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Listen to the dynamics; this helps with mostly classical pieces. Setting yourself smaller goals within the piece of music will make it more manageable and less frustrating. Moreover, by splitting it into parts, you can listen to the dynamics with greater ease and try to follow along as you listen. This helps you to tell the difference between how you're playing and how the artist is playing the piece. The extent of parts you split the piece up into will depend on the length of the music and how difficult it is; use your judgement to decide.
Find the piece you are working on. Split the piece up.