The ability to navigate scientific obstacles is widely recognized as a hallmark of a scientific disposition and is one predictor of science, technology, engineering, and mathematics persistence for early-career scientists. However, the development of this competency in undergraduate research has been largely underexplored. This study addresses this gap by examining introductory students' emotional and behavioral responses to research-related challenges and failures that occur in two sequential research-based courses. We describe commonly reported emotions, coping responses, and perceived outcomes and examine relationships between these themes, student demographics, and course enrollment. Students commonly experience frustration, confusion, and disappointment when coping with challenges and failures. Yet the predominance of students report coping responses likely to be adaptive in academic contexts despite experiencing negative emotions. Being enrolled in the second course of a research-based course sequence was related to several shifts in response to challenges during data collection, including less reporting of confusion and fewer reports of learning to be cautious from students. Overall, students in both the first and second courses reported many positive outcomes indicating improvements in their ability to cope with challenge and failure. We assert that educators can improve research-based educational courses by scaffolding students' research trials, failures, and iterations to support students' perseverance.