> Being an entrepreneur and failing

Well, it's the business that failed, not the entrepreneur. There are always lessons that you take away from the experience - something that people who didn't try will ever have.

This knowledge is both rare and valuable. It can be shared with others, or it can be used to generate wealth in the future. I'd suggest you make en inventory of items that you learned from the experience. It could be something tactical (e.g., "learned how to run a proper AdWords campaign; learned how to build a professional website") or more strategic. In either case, you're going to be better at starting up the next time around.