The number one hardest thing about The Industry, Show Biz, The Boards...the field I have been wrenched into in spite of my best efforts to be content pursuing many, any other career(s)...after getting the training and experience required to be eligible in the vocation, is the mental game. This is a business where you are your product and not getting cast feels like personal rejection. There is also no way of knowing why you haven't booked a gig. It's entirely possible your audition was brilliant but you're too tall, short, young, old, or not a big enough name for the production.
The key is to keep from sabotaging yourself before you even get in the room by deciding you're not talented enough or right for the role. Of course, if you've really blown it by not preparing enough or deciding you don't have what it takes, you know it - that's a whole different type of hell. The most frustrating thing is when you've nailed it and you don't book it. And when you don't know the casting director and you don't have an agent to call for you and find out why you weren't hired, it can be crazy making.
After a series of near misses or bad experiences, it's pretty hard to keep stepping up. It's like going on a series of excruciating 1st dates (I imagine). How do you keep the faith that there's someone out there for you? Why would you continue to put yourself into such a thankless situation with no evident payoff?
Because you have to. Because you have to go on first dates to get to second dates. Because you have to open yourself up to hurt and disappointment to fall in love. Because although you are miserable not getting hired, the idea of not working again makes you suicidal, and you're even more of a shell if you're not pursuing it.
My dear friend, Solange, was on hold for a huge theatrical gig (dream role in a prominent regional house) and just found out she didn't book it. Now, it's normal to be put on hold for TV gigs because they book on a super fast time-line and they need to make sure you don't accept something while waiting for them to make a decision...but not for theatre. When you audition for plays, it's usually weeks or months before the rehearsal process starts unless it's for an immediate replacement or understudy position on Broadway. In a way, it's huge compliment for her to have been requested to keep those dates open until they finalized casting. If you don't book something, you are not notified; you only get a call if you're being offered a role. It's also, however, like waving a syringe of insulin in front of a seizing diabetic and then yanking it away.
She now needs to process the disappointment, enjoy the other parts of her very successful, full life (boyfriend, audio book recording gig, brilliant network of friends, yoga practice) and continue to throw herself out there. As she will after many future auditions. Onward and upward.