What kind of job was it?

As for jobs goes.. actually, no I've never been rejected for any of the jobs I've applied for. I don't know if it's just pure luck, or if I'm just naturally good at job interviews or something?

Anyway, as for you. Take this as a learning experience and go apply for another job. Make sure to correct what you did wrong, etc. etc. I think that's the best thing you can do.. y'know, moving on and trying to learn something from what happened.