Submitted my first proposal for a freelance gig and didn't win the bid but I don't feel bad about it. Asked for feedback and it turns out I lost because the dev who they chose had a recommendation from someone the CTO (decision maker) highly respected. He loved my proposal and appreciated my efforts on it and my bid was marginally lower than the dev they chose.

Overall it was a positive experience and I may have established a good report with the CTO in the process.