Maybe a better lesson is - screw YC, who needs them? Honestly, if you need the money to bootstrap, freelance. If you need the connections, go network. Think of it positively - this way you get to keep 100% of your equity.
That's not a good lesson at all. YC offers a good deal of value for 6% equity in terms of connections, encouragement, advice, some money, and so on. Why apply in the first place if getting rejected is considered a good outcome? The "Screw YC" attitude is a silly rationalization, if you ask me. And this comes from a guy who's bootstrapping and has never applied to YC.
I'm not saying YC is necessarily a bad deal if you want to go through the VC funnel and flip your business - in fact, in that case, I think it makes a great deal of sense.
What I am saying is that if you don't have access to that opportunity, well, screw it, realize it's one among many and you can make things work anyway. Plus, whenever something negative happens, always look at the positive side - in this case, you get to keep equity.
Or, if you want a more Chinese perspective on the issue, an old story:
There was a farmer who lived in a village with son and they had a horse. One day the farmer’s horse ran away. His neighbors came by and said, “What bad luck! Your only horse ran away! Now how will you till the fields?” The farmer replied, “Good or bad, who can say?” The next day, the horse returned with five wild horses. “What good luck!” the neighbors exclaimed. “You’ve got five free horses!” The farmer replied, “Good or bad, who can say?” While the farmer’s son was breaking in the five wild horses, one of the horses stepped on the son’s leg and broke it. “What bad luck!” cried the neighbors. “Your only son has broken his leg. Who will help you run the farm?” The farmer replied, “Good or bad, who can say?” A few weeks later, war breaks out and all healthy young men are drafted into the army. Since the son’s leg is broken, he cannot be drafted. “You’re so lucky!” the neighbors say, and the farmer says, “Good or bad, who can say?”