Most Helpful Girl
Generally speaking, if they're a friend, I feel really guilty and hope they're not too hurt. That they confessed is impressive, but regardless, if I've decided not to even give the guy a chance, there's probably a good reason. Not necessarily a character flaw, but an incompatibility.
I'll also worry he won't want to be friends anymore, that things will get awkward, or that I led him on somehow. :/
Most Helpful Guy
This never happened to me so I don't know but I'd feel very uncomfortable and give myself some space. Try to let go of them nicely and ignore it as much as I can.