There's no sense in (doing something)

Use this expression to talk about things that you shouldn't do because it would be wasteful:

There's no sense in asking him; he doesn't know anything.

There's no sense in throwing away a perfectly good pair of shoes.

In the first example, it would waste time to ask the person who doesn't know anything. In the second example, it would be wasteful to throw away the shoes.

In the sentence "There's no sense in beating yourself up over it," the speaker wants to say that thinking about a mistake again and again is a waste of time. It makes the person upset but doesn't have any positive results.

beat (one)self up over(something)

"Beating yourself up over something" means getting angry at yourself because of a mistake. 

• You can "beat yourself up over" a lot of mistakes such as:
• forgetting something important
• making a bad life decision
• losing a competition
• saying something embarrassing in front of people you wanted to impress

You mostly use this expression to tell people not to "beat themselves up over" a mistake.