Back in 2009 before Write 1, Sub 1 had been initiated (probably not even concieved) I submitted a little story titled "In the Cool of the Day" to Weird Tales. (This being when Ann Vandermeer was the editor.) After four months I received a polite rejection.
Because I was new to the short story game I spent a few weeks moping about it. Then I tried a few more places (Clarkesworld, Orson Scott Card's Intergalactic Medicine Show, GUD Magazine, AGNI, Boston Review and Glimmer Train). All rejections. I began to think short stories must not be my strength and I put the story aside for a while.
A year or so later I looked at the story again. I liked it, but felt it was missing something. So I revised and turned a rather short story (2.1k words) into a rather longish one (6.7k words). It was better. I got feedback from the SYW critters on the Absolute Write forums. Made further revisions. Had a beta-reader look at it. (She said "A little too perfect.") Revised again.
Submitted to Daily Science Fiction where the story was passed to the second round, but ultimately declined.
Submitted to Lightspeed. Rejected.
Submitted to Strange Horizons. Rejected.
Made a few more small revisions.
Submitted to Asimov's Science Fiction. Rejected.
Submitted to Abyss & Apex. And then... ACCEPTANCE.
And all in a little more than three years from the first submission, subsequent revisions and submissions to other markets to a final acceptance.
It's easy to get discouraged. In fact, I do it all the time. (Get discouraged, I mean.) But I am a firm believer that there is always a home for my stories. Persistence is key in this game.
Don't give up. Don't give up. Don't give up.