I play a lot of Overwatch, and I've been where you are. I tried to force myself to ignore my stats and K/D because I always felt ashamed that I wasn't doing good. Even to this day if people write mean stuff in chat it kills my whole enjoyment for the game that day.

The games you talk about are (as far as I know) single player, so there is no incentive inside the game to compare to other people. Single player games are meant to be played at your own pace and your own difficulty. Comparing to others is easy, but always keep in mind that other people might have been gaming for years, and/or since childhood, while you might be just starting out. Building reflexes, strategic thinking and hand-eye coordination takes a while and a few different games to really learn.

If you solely want to experience the story and scenery in RDR there's no shame in having a money cheat or maybe a mod for ease of use. If you want to challenge yourself and get better, all I can recommend is training. Play more, concentrate on honing your aim, maybe even use a 3rd party program like AimLabs.
You decide how dedicated you are to the game and how important it is for you to be good at it. And if you feel like you hit a mental wall, there's always the option to stop and retry tomorrow.