Question About Agent's Feedabck

Hi, I've done some posting on the SYW earlier in the summer. I spent the summer rewriting my book and rewriting my query letter. With the new format I received a full request from an agent - my first and I was so excited but also tried to be very grounded and realistic.
I've just now heard back from the agent and they're not interested. Some very nice comments were made about my writing and some critiques. My first instinct is to go in and make changes based on one agent's critiques. Clearly this agent will no longer be interested as they didn't suggest I make those changes, they just said no thanks.
So, what's the norm here? Do I rush to make those changes based on one person's feedback or do I keep plugging away looking for someone else?

The response was definitely personalized. I've read about the agent through here. The agency is known and they both seem pretty legit.

I tend to think it was more of an overall rejection. My QL interested her but once she got the manuscript and read it, there were things she didn't like.

As this was my first initial positive response, others have been flat out rejections, it's hard not to immediately jump and try and play that pleasing role.

I was just happy that I made it past the query stage and actually had a chance to show my stuff. Now I just have to deal with the rejection and realize it's only one person's opinion.