I think most people are afraid of rejection. I definitely am. Whenever there is something that I want, or somebody that I wish to connect with, I end up scaring myself with all of the worst case scenarios and end up convincing myself that I actually don't want that thing or I don't want to connect with that person. But in the end you have to go out and act or else you keep living in your bubble, separate from the world, which isn't as scary as it may seem. Although it's easier said than done...
There's no doubt that it can be difficult to put yourself out there. But as simple as it sounds, "nothing venture, nothing gained," right? I think gordonz88's saying is perfect, "regret always feels worse than rejection". So true. In rejection there can be a pride in the attempt. You feel brave afterward even if your attempt fails. Regret is one of the saddest words.
I view it a different way actually, in rejection there is closure. If he/she says no, she would've said no no matter what. There's no changing the sequence of events that happened. There's no going back and changing your relationship. Etc. With regret, there's always that gnawing "Would she have said yes?" and the years go by, and that turns into "Damn, I'm sure she would've said yes" etc. etc. and it turns you into a pitiful wreck. I.. I like closure.