Not being able to say no can become a major source of unnecessary stress. Most people wish to please others, but saying yes too often tends to lead someone to becoming overwhelmed with unwanted responsibilities. Ultimately, saying yes all of the time can lead to a situation where people end up pleasing no one (including themselves).
It is okay to ask people for time to think over requests made of you, and to politely decline requests that will harm you more than advance your purpose. This is true whether requests are made by friends or family, or even employers. There may be consequences for saying no, which may include hurt feelings, loss of advancement opportunities, or even loss of employment. You should work hard to anticipate potential negative consequences and be prepared to accept them before you say no. It helps to keep in mind that the ultimate goal is not to please other people "just because," but to minimize stress and preserve the quality of your life. Sometimes the only way to minimize stress is to simply say no to requests. Taking care of yourself and your own needs in this manner is indeed selfish, but it is a mature and healthy kind of selfishness that is motivated by self-respect. It is not anything to feel bad about!
Some requesters will accept your decision easily, but others will push you to bend to their will, trying various ways to change your mind. Expect this sort of thing to occur and hold your ground. You may wish to apologize for any difficulty your decision will cause for the person making the request. However, just because someone else is inconvenienced is not reason enough to capitulate to their desires (say yes) when that is not the right thing for you.
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Keep in mind that the difference between assertiveness and aggressiveness comes down to respect: for yourself, and for the person making the request. It is okay to clearly and calmly communicate your needs, feelings, and preferences, and to make decisions which are in your best interest rather than in the interest of the requester. It's not a good idea to attack or belittle someone who has made a request of you, however. Assertive, polite behaviors preserve relationships, while aggressive behavior tends to harm them, adding to your stress rather than minimizing it.
For more information about assertiveness, please consult our related articles in Psychological Self-Tools, our online self-help book.