3) Why do some people experience the pain of rejection more intensely than others?
The intensity of the hurt all boils down to the level of expectations someone has set for themselves. If they expect that the relationship they have with someone will go very far, and then it fails, they have a bigger expectation that explodes in their face. When someone is casual about the relationship, the expectations are lower, and therefore the pain is less.
4) What skills or strategies would you recommend to someone who feels rejected?