A: Why are you in such a hurry?
你那么急干什么?
B: I should finish it as soon as possible.
我要尽快完成.
A: Don't worry, do it step by step.
别急,一步一步来.
B: Why can't I learn it?
我怎么就学不会?
A: Don't worry, do it step by step.
别急,一步一步来.
B: I feel I'm really stupid.
我觉得自己真的很愚蠢.
Step by step: gradually; in a gradual manner
类似表达: one thing at a time
I'll explain it to you step by step. 我来一步一步地给你解释.
Step在这里是"步,阶段"的意思.
I'd like to take this idea a step further. 我想把这一思想深化一步.
This was a big step up(= to a better position)in his career. 这是他在事业上向前迈出的一大步.