Be realistic about what the record industry can offer. Jobs in the music industry can be hard to get, harder to keep and with long hours and little security. Setting your sights on a gig at a major label is fine, but be aware that the number of jobs at the major labels is shrinking. Every major label has had lay-offs within the past two years. On the other hand, the number of jobs at Internet music start-up and hybrid operations is increasing exponentially.
Opportunity is everywhere.
Surround yourself with winners, people who will support and encourage you. Don't let failure make you cynical. We all fail. Some of us pick up and move on, some of us accept defeat. Let defeat be the thing that makes you stand up and challenge the world yet again.