Rejection after rejection filled my mailbox, both physical and virtual. It seemed it would be easier to place a phone call to Mars than a short story in a magazine. Yet, when I submitted my first novel to its first prospective publisher, it was snapped up in five weeks. Well, says I, I'll write only long works. Clearly that's what I'm better at.
But there's a problem with that course of action that even a novice like me can see. Annie Proulx is on record as saying that she's not sure novels are worth the effort. They obsess and exhaust you for a year, whereas you can do a good short story in six weeks.
Besides the energy issue, there's the motivational factor. Sure, you say to yourself, I'll finish a chapter a week. Even if you do that, you won't have a completed thing for ages. No chapter can be truly completed until the rest of the novel is drafted. A short story, on the other hand, is there, it's done, it's over, and you have an item to submit. And to be rejected multiple times, probably, but still... It's always nice to find a letter in the mailbox.