So today's topic is... *drumroll* Rejection.
Rejection is hard. Don't let anyone tell you otherwise. You poured your heart and soul into writing something, you sent it off, and you got it back saying that it wasn't something they wanted to publish. Now, that sucks. You might feel disappointed, or upset, or angry - and none of those are unreasonable feelings. Let yourself wallow for a little while, if it helps, and if not then try and push it aside.
For a start, lets look at what you've done so far.
1. You had an idea
2. You planned it into a piece
3. You wrote something
4. You got it to a standard where you felt it was publishable
5. You sent it off to a publishers
Every single one of those steps is far further than a lot of people get, and you should be proud of yourself. You got a long way. I could state some famous statistics here, like how many publishers Rowling got turned down by, but I think you can look those up if you'd find it helpful. You don't need to compare yourself to anyone else. Just look at what you've done.
Next, think about what the rejection letter said. Now, this differs slightly for anthology entries and other stories, as anthology entries have a precise purpose, but the same general ideas apply, so I'll treat them as a unit. Some letters might say that it isn't what they are looking for - for whatever reason, it didn't meet the theme, or the type of story that they were looking for. This doesn't necessarily mean that it was bad, simply that it wasn't what they were looking for. A similar variation to this is the idea that they may have had too many submissions - here your one might be too different, or too similar, to others that they are bringing out. This sucks, but it can't always be avoided.
Another type might say that you need to work on a particular piece - if you're very lucky, they might even ask you to revise it and resubmit with this idea in place. Whether they want you to have a go or not, this is incredibly useful advice as it shows what they want in something they are publishing. That doesn't mean that what they are saying has to be done, but if you want to be published by that particular publishing house, it will be worth doing.
Constructive criticism can be hard to come by, so if you get it, try not to let it knock you back, and instead use it to become a better writer.
One type of rejection letter that I've heard of, but certainly never received myself, is an anthology story which is rejected but which the company asks you to develop into a longer piece. If this happens, congratulations! Far from being a rejection, what you have got there is an acceptance for a novel when you thought you had a short story. Work on it, revise, and get the novel in as quickly and as brilliantly as you can!
Once you've thought about what the letter says, and when you feel ready, decide if you want to resubmit it. If so, research where else you can send it in, and take a look at their precise requirements. Then read through what you have written and improve it, taking on board any feedback that you have gotten. Reformat it, edit it, and rewrite any bits that you feel need work. When you next apply somewhere else, make sure that what you are offering them is better than before. Hopefully, this time will be a success.
Maybe you can't face resubmitting it, have had too many rejections, or wrote for a narrow theme and so can't find anywhere else to submit it. That in no way takes away from what you have achieved so far, but now you have to ask yourself what it is that you want to achieve from your writing. If you want to make money from it, do more research, look at what does well, and try again with something else that you think will be popular - or look into self publishing. Self-publishing isn't easy, but it is a way of getting your work out there to be read, and there are a lot of guides online as to how to do it.
For me though, I don't write to be published and make money, not exactly. I write so that people can read my writing, so that people can enjoy it, and because if I don't there are just stories buzzing around my head because I need to get them on paper. There is nothing wrong with writing for other reasons, but personally that is why I do it.
For me, the big thing isn't making money as much as having people read my work. So whilst self publishing is definitely something I want to look into at the moment, for now I'm happy to share my work with my friends, sending it to them and getting them to read it. If you're lucky and in a similar case to me, your friends might even be wonderful enough to proofread (thank you R.E.) Or tell you what they like or dislike about it. That's feedback that you can use for future work, and meanwhile your work is being read and enjoyed.
You can also put your work up online - using a site like livejournal, deviantart or wordpress. One thing to keep in mind though is that most publishers are only interested if it's the first time your writing has been available, so by putting it up for free online you're losing any chance you might have had for getting it published in the future.
I hope that this helps - rejection is upsetting, but you can get past it, and write more. Make changes and improve it, and resubmit if you want to. If not, think about self publishing or just showing your friends, so that all your amazing hard work doesn't go to waste.
Keep writing, and some time soon, you'll get the acceptance email you're dreaming of.