Acting is a craft. Plain and simple. And with all crafts, you must hone your skills in order to grow and expand your knowledge. Of course we're a bit biased seeing that we're an Acting Studio, but just look at your favorite Actors across Film, TV, and especially on the Stage. You'd be surprised how much training goes into the seemingly natural performances of your favorite Actors.
Welcome to Failure
Did he just say that? Yes, yes I did. Failure is part of life, but it's especially part of acting. It's actually in our failures when we learn the most! It's easy to get down on ourselves when we don't do as well as we might've want or expected. But these are often the greatest sources of information for the Actor. You should never be afraid to fail, for fearing that failure will close off your instrument and make it far more difficult for you to explore the character and the scene.
Just because you didn't get the part doesn't mean you failed or weren't good. There're so many factors at play when it comes to casting. If it was for a major motion picture or TV Show, the Casting Director may've been looking for a specific talent to fill that role. Many times casting calls are used more as a formality for larger productions and likely had an Actor in mind from before you even stepped in the room. Even if this wasn't the case there's so many factors that are at play it's pointless to get discouraged by "No". This's in fact one of the only constants as an Actor and something you should embrace sooner than later. See auditions as an opportunity to practice your craft. At the end of the day you're auditioning more for the Casting Director/Casting Office than the production itself. Make a good impression, and they may look to cast you not just in that film/show but in other media they cast for.
Ask questions. Don't be afraid to ask the "wrong" question. There aren't any wrong questions when trying to figure out how to play a scene. But try to be simple. It can be lots of fun to concoct elaborate alternate universes with your favorite characters and movies, but when it comes to trying to put that into your Acting, having too much to think about can make your performance bland. You might've heard the phrase in writing, "brevity is the soul of wit" well this applies to Acting as well. The Actors job is to illuminate the truth throughout the script. Being curious about what you want and where your character fits into the story can help bring a "natural" or "real" quality to your Acting.