If you stick around in this business long enough you will get to see and hear a lot. If you're new and you haven't gone through very much on your own just yet, hang in there, it's coming. If you want to know what's on the horizon, go find a seasoned agent in your office and ask them what's the craziest thing they've ever seen in a transaction and you'll be floored by some of the answers.
One of the toughest lessons to learn early on is to just let go and move on. Sometimes a buyer will feed you a line and then vanish without a trace. Even if you have done nothing wrong.
Sometimes sellers will go through a divorce and decide to save a little money on therapy by taking out their aggressions on you. Maybe another agent in a transaction is just a complete jerk to you. The fact is there are any number of things that can get to you, not the least of which the little bit of rejection you are likely face while trying to prospect your way to that next sale.
The fact of the matter is that if you just focus on all these negative things, it will keep weighing you down as long as you let it. But if you can learn to just let go, you will do yourself a world of good. I am not saying it's always easy, but it is always worth. Just keep moving forward as long as you can, that's the direction you want to go anyway.