I can so relate to Jay. Right after college, I had two job interviews. Because I was so nervous, I accepted the first job offer I got decided to cancel the second interview, which would have been as a junior writer with a well-known magazine. When I called to say that I had already accepted another job, I heard the disappointment in the man's voice - and instantly regretted not going to the interview.
As it turned out, I did not like the other job and my life took a completely different trajectory, but I never forgot that lesson. Twenty years later, a new hire at my company was very unhappy with her job, and after 3 months got an offer to interview at a company she had applied to much earlier. Stressed, exhausted, and struggling with her new job, she shared this information with me and said she thought she would just blow off the interview as she just didn't have the time.
All of my alarm bells went off.
"No! Absolutely not! Go to the interview - you can always turn down the offer if they make one!"
She mustered all of her energy to go the interview, got a job offer - and took it. And she was very happy that she did.
For my part, I was happy to get the opportunity to turn my negative experience into life-changing advice - for someone else.