Using the example of a failed job application or interview, remaining positive and telling yourself that you will do better next time can be a comfort but does it move your understanding forward? Does it underscore the learning from the experience and will it ensure that the situation is not repeated in the future for similar reasons? Would this post use it as an example if it did?
Before rhetorical question madness sets in, the good news is that there are new and exciting voices on the subject of dealing with setbacks as you seek career development, How's your self-efficacy? on the Johnny Bunko blog is an example worth reading. New arguments like this offer practical opinion and behavioural examples as opposed to vague concepts and platitudes. Thankfully, work/life fusion is joining the ranks of the former on this subject.
In the work/life fusion approach to career direction finding, experiencing rejection is an essential learning tool and should be embraced. Individual progress relies in part on incorporating external opinion and, as importantly in these situations, on finding a satisfactory answer to the question, "Why was I unsuccessful this time around?"
You may be able to answer this question yourself but if you are unsure you can seek opinion that can help. For example, when you received the news that your application or interview was unsuccessful were you completely satisfied with the feedback from your recruiter/HR professional/interviewer? Is there anything that you could ask in follow up that would help your understanding? Could you explore the situation with a confidant for an opinion that you trust?
With a more satisfactory answer to the question, "Why was I unsuccessful this time around?", new knowledge can be acquired that changes your situation directly and it is knowledge that can be applied to future rounds of exploration and testing. Approached in this way each decision and each experience can be embraced for their contribution to our ultimate success.
Put in a less generic and more practical way, each experience helps to define personal success more accurately, adding new data and insight as we progress. The more accurate the definition of personal success, the more it communicates about the individual. The better the communication in opportunity situations, the harder it works for the individual.
When every candidate describes themselves as the best man/woman for the job, only the candidate that the opportunity describes as the best can be successful. It could be argued that the difference is a subtle one but it is around such subtleties that decisions are often made.