dont feel too gutted about it, sometimes the sups actually do know best (shocking i know). i dont know what field you were applying to, but sometimes, if you dont have the basic knowledge of the topic you want to research it can be very difficult to do the phd, even if you are capable of putting the effort in and thinking like a researcher. from personal experience, i started a phd that was vaguely related to my proir degree and i wish sooo much that id done a masters in it first, ive had to learn so much new stuff, without any prior experience, as well as working on the stuff id already done and it's been soo difficult, i spent the entire first year convincing myself not to leave. so keep positive, its possible this just isnt the project for you, and if its a field you still want to work in, try the masters or take a different approach that draws more on your own masters...if that even makes sense, my brain is broken today!
(up) a super huge good luck to you!