When I was 25, I got rejected by both Facebook and Microsoft and felt really bad about it, but it's only been a couple of years and my career is now light-years ahead of ahead where I ever hoped it would be. As several others have said, the fact that you didn't get an offer doesn't mean you weren't good enough, it probably means you weren't a fit. And if you weren't a fit, it means that long-term it's better for both you and the company if you work somewhere else. So even though I completely understand your disappointment, know that you're just still looking for the right fit, and a couple of years from now you're probably going to look back and be really happy with how things worked out somewhere other than Google or Amazon.

I'm very sorry that you lost your brother. Losing a family member is always a sad thing, but if it's causing you to have nightmares and lose sleep you should try talking to someone. If this has been going on for a long time you might have depression that won't get better by just 'dealing with it'. I'd suggest you find someone you feel comfortable talking to about it in person: maybe a friend, or family member, or a therapist. But get some help - depression makes everything seem worse than it is, and if you can get on top of how you feel, not only will you feel better, but it'll probably help your job search too.

Good luck - and don't feel alone. A lot of us have been through these same kinds of things and know it does get better, even though it kinda sucks right now.