So, you've received your first rejection letter. No? Maybe your sixth? Maybe more?
Firstly, congrats on submitting to that many people. Hopefully you researched them, and decided that you were what they were looking for. (Remember, personalize each query, each submission, if you didn't do this, this may be why you're staring at a shiney rejection letter)
Secondly, from the second you open that letter, you have what I consider the 15 Minute Window. In this time you're allowed to think:
What the f@#k?!
Oh man, I'm so sad!
Why didn't they like me?
Who cares I don't need them! I'll find someone better.
I said THINK these things. DO NOT, EVER, EVER, EVER, EVER send a letter to the agent telling them this. Keep these things to yourself, or maybe a friend who is in person. Do NOT write a blog complaining, do not blow up your facebook wall, or your twitter if you have it. THINK these things. Or eat some ice cream. Maybe some oreos (which reminds me...I just ran out). Maybe even open a beer.
For these fifteen minutes, you're allowed to cry, to throw things, to punch your pillows, whatever you feel, (except attack the agent or editor who rejected you). Once that 15 Minute Window passes...
GET YOUR HEAD BACK IN THE GAME
Chances are you were rejected due to a flaw in your manuscript. If people you've only QUERIED are rejecting you, maybe you need to start with your pitch. Re-edit. If you've been re-editing for what feels like forever and you're sick of your story, take a break from it. Start something new. JUST. KEEP. WRITING. Keep the creativity flowing. Hey, maybe even turn the person you were rejected from into an evil monster with sixteen eyes.
Keep trucking along. At some point, re-edit everything: your synopsis, your query, your MANUSCRIPT. Then find other agencies, other contests, and resubmit.
Yes, it's sad you've been rejected (I'm openly weeping for you right now). But the rest of us have been cast away too (even if it was being the kid picked last for dodge ball).
Keep your head up. This is a long distance race, not a short sprint :)