Funnily enough this one:
"If you're right more than 50% of the time, you're doing your job"
I.e., we'll never be perfect. You get paid to be better than flipping a coin.
Obviously, you're not doing a good job if you're right 51% of the time, but it made me a lot more comfortable with being wrong and not always getting everything right (something that happens a lot in strategy consulting!)