Like the title says, a sense of humor will make you indestructible in the game. Not only does it give you the ability to bounce back from rejection, but it also gives you the ability to keep pursuing a girl after the first rejection. I'll give you an example, something that happened to me today.

I'm in my dining hall alone, and I spotted a girl eating by herself.

Me: Hey, can I eat with you?

Her: Naw, I don't think so.

If I didn't have a sense of humor, I would have probably walked off with a wounded ego. Instead, I sat down at the table next to her.

Me: Hey, want to come eat with me at this table?

Her: Are you serious?

Me: It's a very cool table.

Her: Hmmmm, oh yeah?

Me: Yeah, it's like the plastics table from mean girls over here.

Her: Hahaha, okay.

Me: Thank god you got the reference. Now get over here before all the seats fill up (there were 5 empty seats)

Anyway, turns out she was less interesting than a brick, and twice as hardheaded. I didn't even bother getting her number. My point is I pretty much got rejected twice and it didn't stop me. You will get rejected, it has nothing to do with your looks or your approach. However, if you keep your cool, keep your ego in check, and keep demonstrating that you're a fun person, it's really not that hard to meet people.

Have fun with it!