Rejections are something which make me feel insecure. I come up with, what I hope, is a good idea. I spend time expressing it as well as I can and tailoring the style and word length of the story to suit the requirements of a particular publication - and they send it back. Don't they like my stuff anymore? Will the same thing happen to everything else I write? Were my previous acceptances just flukes?
Not winning a competition doesn't worry me anything like as much. Of course I wanted to win, but I can live with the fact that someone out there had a slightly more interesting idea, or one which just happened to appeal to the judge. Maybe it's the best thing they ever wrote, or it could even be that they just got lucky. Thing is, competitions seem to be a reflection on the winners' work, not a criticsm of my own.
Whether you share my view or not, you might like to try a writing competition. I post details of new, free to enter, writing competitions each week. The following all run regularly (most are monthly).
This one is for ghost stories, this one has a different premise each month, for this one you only need write 100 words, you can write on any subject for this one and this one provides prompts. All are free to enter and they all offer some kind of prize.
p.s. See my last post to listen to one of my stories which did win a competition.