What happens to you when you fail at something ?

What happens to you when you fail an exam , test, don't get that job etc , fail at doing something

I usually just come back turn off the lights darken the room and just lie on my bed for a few hours wondering and pondering to myself .... I try to tell myself it's okay and I will do better but sometimes I spiral into deep thoughts of just being a failure and I seem to enjoy those dark thoughts of being unworthy and stupid.