This skill can teach a specific emotion regulation strategy that arises in the specific context of being rejected. It can happen when a child wants to play with someone, asks if he/she can join the play and the other child says no. The skill can teach the child to think about what to do such as walking away or doing something fun instead and do it.
You ask your sister if she wants to with you, but she says that she doesn’t have time today.
It’s ok to feel rejected, think about what happened and how you feel. You could tell someone about it and try putting your feelings into words. It’s important to not blame yourself, sometimes these things happen. Maybe make plans so it doesn’t happen again, then move on and take things into perspective.