It fuking depends. What would the rejection be like? What are the chances I fall off the skateboard and suffer permanent injuries?
If I risk having permanent physical problems (note that chronic physical problems are often a cause of chronic slightly depressed mood), being in a wheelchair, or something, then I'll choose to be rejected. By A girl, ONE girl. There are billions of other girls so if you think about it, being rejected by one stupid girl is nothing to worry about.
Unless you are talking about being rejected by someone special, someone you are crazily in love with, someone you truly believe is your soulmate and is the best girl you could ever meet. Then a rejection from her would feel like being shot several times in your chest and stay alive to savor all the pain.