Facing rejection is hard. Facing it repeatedly is even harder. Yet, sometimes it's just what you need to move forward.

That was the case for Steve Allan, global CEO of MediaCom, who was hit with 82 rejection letters before he even landed his first job.

"You name the company, I got rejected from them," Allan told CNBC Make It, recalling his efforts to break into the British media industry straight out of high school.

While Allan said he "would have been upset" at the time, he now claims to "love those letters" — all of which he kept — because they taught him the one trait he believes is crucial to success: relentlessness.

After receiving that slew of rejections, Allan strove harder to bag his dream career. He got some more work experience under his belt and then wrote back to the naysayers to ask for another shot.

"I kept pushing forward because I had a goal and I knew what I wanted to do," recalled Allan.