Recovering confidence after a failed internal interview

I applied for an internal promotion and didn't get it. The feedback was polite but vague: I need to demonstrate more leadership. Now I'm back in meetings with the colleague who got the job, trying not to read every decision as evidence I wasn't good enough. I want to ask my manager for two or three observable behaviors I can work on over the next quarter. If you've been through this, how did you rebuild confidence without pretending the rejection didn't sting?