So often we see people writing about how they have become successful and that it takes a ton of failure. We know these stories of how Michael Jordan didn't make a basketball team or how Albert Einstein's mother was told that he was stupid and couldn't amount to anything. Hearing these stories does help when things don't work out, but actually going through that failure hurts. Rejection, being told no, being told you aren't good enough, can't do something, etc. hurts. It just hurts. it is OK that it hurts. LET it hurt. That is one thing through my many failures that I've learned - don't act like you didn't care or that it doesn't hurt. That hurts you even more in the long run - it's like avoiding an injury and continuing to use the injured part of you. Acknowledge it.
Then I get back on the wagon and try again. It sounds cliche, but I cannot even begin to count the amount of failures I've had, even if we try to narrow it down to dancing, work, school, following societal norms for women my age, etc. A good friend once told me to NEVER stop trying. You might get a million "no's" but it only takes one yes. IT ONLY TAKES ONE YES. That yes can change your life. And you only need one of them. That mantra gets me through every stinging, horrible rejection I've ever had. It helps me to keep going, to keep trying and to not quit. If something is important enough to you to try, keep trying. I'll balance this out by saying if you are putting yourself in a harmful situation (physically, emotionally, etc.) then definitely quit that, I'm talking more about dreams, hopes and goals. Don't give up on that. Don't give up on YOU.