Self harm is definitely not the way to cope with rejection. Just keep a open heart and mind and remember that life has no set rules or guidelines so do not feel like you have to live a certain way. Dont feel like you need to have a huge group of friends, I would recommend though that you have at least one person who you can trust with talking about your problems with. As for me when I am depressed or feeling rejected, I try to stick to to what I know best or am most comfortable with and have something that helps take my mind off of life. Whether that be hanging out with a close friend or making art, and try not to put myself in stressful situation until I am out of the rut. Good luck with your situation and remember life goes on and things will get better.