I stopped feeling guilty when I realized that saying 'No' would benefit my mental health. It took some practice and time to reach that point. You can't always say 'Yes' to everything without suffering the consequences yourself
Learned it by prioritising what is actually important to me and then looking at the bigger picture. I'm really dialed in right now and anything that doesn't "fit" in, I just say no. Sometimes it's hard because I miss fun times with friends but I'm hoping I'll make up for it later :)