Io lo direi così. Suppongo che il senso della frase sia qualcosa tipo: "È un bene provare(/sperimentare) il rifiuto (sulla propria pelle) da giovane quando sei un attore".

Un esempio d'uso in inglese:

"Practice rejection privately

I love to tell my friends all of my best dating stories (shocker, I know). I process out loud and get all of their feedback on each small encounter. I learned when I was younger, to be careful with making insignificant relationship issues public. Not because of gossip- but because my friends give a shit about me. They would ask me “How are things with so-and-so?” I would launch into the story again and give any minute updates. A simple rejection would all of a sudden feel like an epic and tragic love story. This is not good. Don’t give a small rejection or uncomfortable encounter the unnecessary weight of becoming a STORY. Talk about your rejections after the fact with levity and a hint of humor." - http://redlipstickproject.com/2014/06/18/practicing-rejectio...