Rick Rowell/ABC
May 19, 2015 08:10 PM

She made a powerful first impression on former Bachelor Chris Soules, but when it came to the face-off to determine the next Bachelorette, Britt Nilsson was sent packing on night one.

“I was in a state of shock,” Nilsson tells PEOPLE of hearing the news that Kaitlyn Bristowe won the vote for the title. “I was a little numb and then of course the other feelings started coming. I wasn’t chosen, that’s rejection. That’s kind of embarrassing.”

To make it worse, Nilsson says she didn’t get a chance to say goodbye to anyone, including some of the contestants with whom she felt a strong early attraction. “There were a lot of confusing emotions,” says the Los Angeles-based waitress. “I felt like I had connections with some people, and it felt like a shame that since it wasn’t the majority, I don’t get to meet any of them. It was a pretty rough night.”

Britt Nilsson on The Bachelorette
Rick Rowell/ABC

Now Nilsson says she’s come to terms with the outcome: “At this point there is no resentment,” she says. “I think it worked out the way it’s supposed to. I feel like I was saved from something that obviously wasn’t supposed to be my journey.”

And Nilsson says she’ll be tuning in to watch her former opponent try to find love. “I think everyone will be rooting for Kaitlyn,” she says. “She’s a really sweet person and she’s great for TV. I want the best for her and I know she wants the best for me.”

For more from Britt, plus exclusive photos and an interview with new Bachelorette Kaitlyn, pick up the new issue of PEOPLE, on newsstands Friday

RELATED VIDEO: Chris Harrison: ‘The Unchosen Bachelorette Doesn’t Have a Part in the Show but Has a Piece of the Show’

The Bachelorette airs Mondays (9 p.m. ET) on ABC.

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