Here at Living Single, we have often discussed the pain of getting excluded because you are single. Experiences of exclusion and rejection are, of course, not specific to single people. I doubt that anyone makes it through life without such experiences.
In social psychology, one of the hottest topics is the study of reactions to getting excluded, ostracized, rejected, or discriminated against. How your reaction to these experiences plays out over the long term depends on lots of different factors. In the short term, though, one thing is abundantly clear: Getting rejected or excluded hurts. The experience of "hurt feelings" may be more about interpersonal exclusion and rejection than anything else. People who have been interpersonally marginalized often feel other kinds of bad feelings as well, such as sadness, anger, and wounded self-esteem.
Perhaps surprisingly, not all of the consequences of these painful experiences are bad. In a simple study, participants were randomly assigned to relive, by writing about it, one of three kinds of experiences: (1) a time when they felt rejected or excluded, (2), a time they felt accepted or included, or (3) the previous morning. (The last one was a control or comparison condition.) Then they were given a difficult test of their interpersonal sensitivity - a test of whether they could figure out which smiles were genuine and which were phony. All of the participants watched videotapes of 20 smiles - 10 genuine and 10 faked.