Horrible as rejections are sometimes they can do you a favour. The editor may point out a flaw in the story which you can correct and which helps you sell the story elsewhere.
This is why writers live in dread of form rejections. They tell you nothing beyond the fact that your story has been rejected. There is no clue as to why. Unfortunately form rejections are a fact of life. Many editors, particularly those of professional markets, don't have the time to comment on each individual story. They're so swamped with submissions it's a miracle that they even have time to respond at all, let alone offer even the most cursory of critiques.
So I'm always pleased when an editor tells me why they rejected one of my stories. Not as pleased as if they'd accepted it but at least it stops me reaching for the sleeping pills.
Of course even that small amount of pleasure can evaporate when I see some of the reasons editors give for rejection.
I had one story rejected because the editor didn't like stories that featured teenagers.
Another time an editor rejected a story because he was worried it might offend Christians. Excuse me? I could understand if he thought it might offend Muslims but Christians? "Oh no, we've offended Christians! They've got us surrounded! They're going to -- Oh God no! They're going to turn the other cheek!"
The classic reason for rejection is "The story's good but it's not what I'm looking for." So they're looking for bad stories?
Unfortunately, although this comment is next to useless as constructive feedback it may well be the only valid comment that a person can make on any given story. Personally I've read tons of stories that are slickly written, well structured and contain profound truths about the human condition -- and which I enjoyed reading slightly less than having one of my testicles removed. It doesn't matter how "good" a story is, if it doesn't float the boat of the person reading it then, as far as that person is concerned, it might as well be complete hackwork. Sad but true.
I recently bumped into an editor friend of mine after he rejected one of my stories. I politely asked him what it was he hadn't liked about the story so I could decide if it was something that needed fixing before I submitted it elsewhere. "Oh," he replied, "the supernatural element was too strong. That wasn't what I was looking for in this anthology." This confused me slightly as not only had I underplayed the supernatural element but all the authors he had mentioned in the anthology's guidelines as an indication of the sort of thing he was looking for were Science Fiction/Horror/Fantasy authors.
Presumably there was something else about the story he didn't like. Maybe the pacing was off. Maybe the characters came across as caricatures. Maybe the jokes weren't funny enough. But for some reason (I'm guessing politeness) he decided to go with the supernatural excuse. But politeness doesn't give me anything to work with, anything I can fix.
Of course it may be that it really was the supernatural element that made him reject the story. What to me came across as a MacGuffin to kickstart the plot came across to him as something out of Rentaghost. So although the story was competently written this one matter of taste stopped him enjoying it.
In other words it was good but not what he was looking for.
Damn, I really need to start writing some bad stories.