When you begin looking for colleges to attend, you want to apply to several even though you may have a preference for one above the others. However, it is also important to understand you may not get into your first choice school for any number of reasons, especially since most popular choices have more applicants than they do available spots. This means they will only choose the crème de la crème from among the applications they have: those who have the highest grades in high school, the highest SAT scores and those who have the most activities and community projects. All of these factors weigh into the process colleges use when they have to select from a large number of applicants.
Sometimes when students are denied the opportunity to attend their first choice school they don't know the real reason. Students should contact the administration of the school and ask for their reasoning, and in most cases they will receive a satisfactory answer - though it may not be what they want to hear. Schools often have to set limits because they have fewer openings than they do applications, so they have to choose a fair method that will work in all cases; this usually means they choose the "best" students, namely those with the highest GPA, SAT scores and community involvement in high school. They also look at extra-curricular activities, and those students who participated in a number of activities have a better chance of acceptance into the school of their choice.
Sometimes if you are willing to wait you may be able to enter your first choice school during your sophomore year. If you were unable to be accepted as a freshman and you know your grades in high school weren't as good as they could have been, you can use this time to improve on those scores and show the school you have the willingness and ability to do something worthwhile. Other changes you might choose to make include participation in school and community activities and perhaps a different career path where there may be an opening. This doesn't mean you have to completely change what you want to do with your life, but if you are undecided between two vocations, you may find better opportunities with your second choice.
One thing you should think about if you are unable to change your circumstances is why you were so focused on your first choice school. Sometimes it's a matter of prestige—for instance, you wanted to attend UCLA because you knew it would look good on your resume and job applications. However, this is not the reason you should choose a school; you should choose the school that can provide the education necessary to enter your field of choice. While it may look great to attend one of the top five schools in the nation, attending a different school shouldn't negatively affect your chances of success and won't, unless you allow that to happen. Focus on your studies and obtaining the highest GPA possible and your career of choice will be waiting for you when you graduate.