Unusual post for a newbie. Assuming you're serious, didn't they give you a reason? Is there a reason you should be turned down for a gun purchase? Convicted felon, etc.? If not, it's probably a case of mistaken identity. I know it's hard to believe, but because of my name, some people think I'm a fugitive.
If you want to purchase a firearm, go to the dealer and ask why you were turned down, not to an internet site where nobody has any knowledge of why you may have either legitimately or illegitimately been turned down.