Hi Megan,
It is not weak or immature to delete the guy that rejected you on Facebook.
Your mental and emotional well-being comes first.
If those aren’t healthy, your consequent behavior could affect a lot more than your friendship with this guy.
It could affect the relationships that you have with other people that you care about in your life in a negative way.
If you can’t see yourself being able to be friends with him on Facebook because you like him, it would be best to delete him so that you can move on emotionally.
At some point in time, when you have gotten over him emotionally, you could try to become friends with him on Facebook again if you so choose.
However, in order to avoid further emotional stress when it comes to this guy, you may be better off deleting him at this time.