After a while of writing short stories and submitting them, you realize rejection doesn't sting so much. Your skin is thickening up. By now you've got an idea of where to send it next, especially if you're sending out more than one story, or better, keeping a "stable of stories" in circulation. Then you have to figure out where you've got stuff already. You might even get into my current situation, in which my stable has been seriously depleted because of sales and needs to be filled. This is a good problem, by the way. It means your career is in lift-off mode and you need more product!
Crap, time to get organized. Now you're in spreadsheet territory, folks, and nothing salves rejection like MS Excel.
What else does that spreadsheet mean? It means you've started to look at selling your writing as a business. When you're writing the story, it's your pweshus awt. When you try to sell the story, it becomes a commodity in a flooded market. You might as well get used to it, especially if you want to sell novels.
Plus, if you're in the habit of marketing a lot of short stories, then what is it to add a novel or two into the mix? They become almost like any other story rejection. I say almost because novels are huge investments, obviously. But the more rejection you get, the easier it is to take. Log it and send it back out. It's easier to deal with your misses if you have hope the next one will be a hit.
But I wanna be a novelist. Okay. Let's say you've got some short story sales under your belt. Meanwhile, you've been polishing that novel, too. (Don't say can't. I know a ton of writers who write more with way less time than you or me.) You still have to write the pitch (a skill also honed through writing concise short stories.) But now at the end of your query letter, you don't go with the lam-o "um, this is my first novel." You say: My short fiction has appeared in print and online venues like Electric Spec, Thuglit, and Town Drunk. You don't even have to list all of them. And it doesn't really matter if they've heard of all of them or not. Chances are they've heard of one, at least. And you've just jumped ahead of the pack because you're no longer a "new writer". You're a writer with credits, a writer who goes the distance to market yourself and your work, one with a proven record of sales, one who's honed your craft into a marketable state, and one who can probably take editorial instruction.
These are the queries that get passed around agent offices and lunches. (Hey Jim, my list is full, but she looks like an emerging writer with some decent credits and her book sounds pretty cool.) These author names get dropped at conventions. I know--I've heard them dropped in the SFWA suite at last WorldCon. And, when you meet the big, bad agent at the conference bar, they might have even seen your work, or at least know the place you published it.
Look. You won't be somebody overnight. But you'll be more of a somebody quicker if you write short stories.