I think it depends on the rejection. There are levels depending on the situation and relationship. What I keep in mind tho is that unless the person is specially bringing up something I’ve done, it’s not necessarily personal. By that I mean, I don’t assume it’s because I’m wrong or bad. If it’s a job, maybe it’s not a good fit. If it’s romantic, maybe we’re not a good match or they have stuff going on in their life.
I choose to believe that everything is leading me to the life I’m meant to have. So when a rejection happens, it still can hurt, but I always come back to that it’s keeping me open to what’s meant for me. Life rewards you when you open yourself up and are courageous. Go for it, feel your feelings if there is a rejection, reflect if you need to adjust, and then try again!