Depends how much you love that person. When you confess, always think of the worst so you won't fall as hard.
I would feel empty, just need some time to get over myself, because you poor your heart out to the girl, you spended time with her, then she slaps you in the face. I wasted too much money on girls and its pissing me off a bit. At least these experience would help you later on. Some how. I would think that its their lost. Aha.
From experience, the first one (or first anything) will take you a longer time to forget.