Dealing with rejection! Is alcohol a good thing or should i deal with it sober?

Due to low self esteem and poor social skills, i dont usually approach women irl, also i fear im making them scaried or im bothering them. When i do, im usually rejected and i get really sad over this and i usually drink alcohol as a coping mechanism. All girls i approached in my life rejected me. I know im not entitled to relationships or anything and they have all the right to reject me, but i still get very sad over this, but i feel like using alcohol only makes things worse. I approached a girl at the gym, asked for her name, presented myself, i told her i considered her and her smile and voice beautiful, but ultimately i was rejected. I dont know if im overreacting or if its fine to drink in such occasions.