I got rejected for all of my PhD applications right out of undergrad. It turned out to be for the best, since I went into a depression/crisis my last semester over being unsure if I really wanted to study IR. I graduated from college fairly young, and minds can change and doubt themselves rather easily! I had barely taken any science classes despite loving it my whole life, so I took a year to take some extra undergrad classes in it and I looked into master's programs to combine my interests. I just got into GWU's International Science & Technology Policy MA and I'm hoping to build up more research experience there and refine my interests before trying to go for the PhD again. It's not the end of the world and I think a master's is a very good idea to strengthen your credentials!