I have a filing cabinet drawer full of writing. There's a file for every short story, screenplay and play that I've written over the past twenty years. There's a file for rejection letters as well. I have always figured that if I didn't receive some rejection letters I wasn't doing my job as a writer.
Rejection letters are always very kind. They never say they didn't like it, or it didn't work for them or that they thought it sucked. They always emphasize the number of quality submissions they receive and their gratitude for your submission.
Sometimes they even offer you things as a consolation. Klepto was just kindly rejected by a film festival. They offered me two tickets in hopes that I might attend the fest. Now since they rejected Klepto via electronic mail; do you think I should print it out and stick it in the rejection file or just add a folder to my email for the many rejections that are sure to arrive electronically in the years to come?
I'm thinking a paper trail might be better so those researching me in the future (like my kids when they have to go through my crap after I die) will get a very thorough understanding of the extent of my failures, further underscoring my relentless efforts at following my bliss.