I've learnt a lot from my political life. I often say that I was a better prime minister on my last day than the first. I led the Social Democrats for over 10 years, and during that time, I learned a lot about myself and leadership. The most important lesson is to keep learning and to remain curious.

As prime minister, there were situations like suddenly meeting the American president, for example. I learnt to step out of my comfort zone. We must dare more that we believe possible. But you must know that, when you're on uncertain footing, things won’t necessarily go well. I've been rejected from jobs and made decisions which I would have done differently in retrospect. The world is tough enough on women who make mistakes. We don't need to contribute to it. What we need to figure out is how to learn from our mistakes. Be kind to yourself and learn from your failures.

Fashion certainly has a lot of power. I've always tried to be authentic, but at the same time, I was aware that I was in a male-dominated world. When I became the leader of the Social Democrats – I was in my 30’s, and a woman – which set me quite apart from my political colleagues. The easiest thing would have been to wear a black suit, like I see many women in the financial sector do. Well, I am a bit of a Barbie, and I wanted to stand by the part of myself that also enjoys colours and playful fashion. I believe that we become stronger by embracing our authentic self. We ground ourselves better by being true to ourselves.

The advice I've received, and which has given me the most peace of mind, is that you should choose your battles. There are many things you can say "never mind" to. We must choose our battles if we want to have an impact on the things that really matter. And I also think it gives you a happier life. You get a happier life because you don't have to go around being annoyed about things all the time.