What you don't want to do is take it personally. It's easy to feel rejected, because that's what having another person show no interest in you feels like. But is that what actually happened? Can someone truly reject you if they haven't gotten to know you? And more importantly, if you know someone doesn't want to be friends with you, do you still want to be friends with them?
One of the biggest conversational mistakes is going into your events, dates, meetings and parties directionless. You would never start driving to a new destination without the address. And you certainly would try to look at a map or get directions if you were going to a new place. The same applies for conversations.