Not completing things is a form of self sabotage where you may get bored easily and literally stop short of being successful. It can be very habit forming and a way of dealing with things that just seem too hard. It also means that you leave many loose ends that can make you feel quite unsatisfied. Giving up before reaching the finishing line is a sure way to defeat confidence and it repeats itself. Starting projects can seem exciting at the beginning, but ploughing through the hard stuff, often leads people to quickly give up. Now consider your child. How much easier is it for them to give up when it just seems too hard.

It's important to teach our children to complete things. — It’s important to teach our children to finish what they start.

Consider:

If your child gets excited at the prospect off joining a sports team, tennis lessons, swimming club etc be prepared to talk through the length of the commitment as often children struggle to understand that there is a time frame that you must adhere to and honour your commitments.
Help your child with managing the commitment as there is often a waving off time when a child wants to pull out after the initial commencement of the program. Keep on talking to them about the positive outcome of completing and try to explore how obstacles can be removed from the path of completing the task.
Ensure that you do not have too many commitments on the go with your child. This makes it easier for them to pull out because of excessive demand. Smaller goals and less of them is more likely to be successfully completed.
Affirm your child when they demonstrate that they show commitment to some project. Applaud the endurance and effort and especially the celebration of completion. Teachers often issue certificates of completion as they understand this has merit to a child who will feel good about themselves seeing the certificate.
Being a completer of things shows that you are developing self discipline so demonstrate to your child how famous people with strong self discipline succeed. I immediately think of Ash Barty who has been a wonderful model to young Australians. Her recent retirement from her successful tennis career was all about completing her goal of winning the Australian Open. Once done, she now moves on to other goals.
Talk to your child of positive reasons for finishing tasks. This can be starting with small tasks. The more a child builds success from completion, the more perseverance they develop in keeping up with finishing projects.
Children will easily give up a task if they think it is not good enough. This starts from an early age where a child will walk away from a drawing, painting etc. Here we start the habit of teaching them that completing the work makes for success and it is all about having a go and completing the activity. Often a parent could give a young child a small reward for, demonstrating that they finished what they started. This is all about good conditioning from an early age, establishing patterns that are set for life.

Finally, nobody wants to stifle the enthusiasm of a child when they discover some passion or interest in a project they they would like to start. However, we do need to gently outline the lengths and parameters of what they are taking on to avoid disappointment and a sense of failure when incomplete. Perhaps we can find supportive ways to help them complete tasks and of course to affirm their ability to demonstrate completion. Nothing more satisfying then to complete tasks and I guess this is what we would like our children to feel.