When I first got “into” theatre, one the best pieces of advice I was given on how to cope with rejection was along the lines of: “go home and cry, then move on and try again”. I think we all try to skip straight to the “move on and try again” part, but it's not that easy. Give yourself a break.
Yes, rejection happens to everyone. But it's still okay to feel disappointed. Whether you're a performer, writer, director, producer, or anything else, if you're willing to let people look in on your imagination, your creativity, even just your opinion, then it's probably because you really care about what you're doing. Nobody gets involved in a creative industry because it's easy. So yes, it does suck when you don't get the part that you really wanted, or when somebody dismisses an idea that you thought was good.
And no, you can't just crumble at the first word of criticism. But it's okay to feel vulnerable sometimes. Being creative is hard because everything's personal. It's not like solving a mathematical equation, where getting an answer wrong is just a mistake. When you stand up and perform, or show people something that you've created, the reaction that you get reflects on a very personal, sensitive part of yourself. Of course, your confidence is going to take a hit when you're rejected or criticised.
So it's okay to go home and cry, or embark on an angry rant to a friend about how it's so unfair, or (my personal preference) eat a lot of chocolate. Being creative is an emotional rollercoaster, and anybody who's passionate about what they're trying to create is going to feel affected by the reactions they get.
It's okay. It's fine. Yes, you are going to need to get over it and try again – maybe you're going to need to do that a thousand times before you get to where you want to be. But, before all that, give yourself a break. Don't be harsh on yourself for feeling a bit crappy, and a bit disappointed, and a bit vulnerable. Let yourself feel all of that.
And then move on.