Using which game system, which game style?
In a narrative-style game, events that must happen for the game to be fun are guaranteed to happen. If being an initiate of Odayla was an important part of the character conception, failure to be become an initiate would *never* happen. If you roll initiation, failure of the *dice roll* does not mean failure of the initiation. It means *something bad happened*. Generally, for those games, if you can not think of an interesting outcome that does not suck for a failed dice roll, you never roll the dice.
In a non-narrative game style, you let the dice decide. So, failed dice roll means failed initiation. The person can try again later. It so happens that one of the initiation stories we know most about, that of Harmast, has a sequence of failures. He just wanted to be a farmer, but Orlanth called him for something else.
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