You can certainly ask, but don't be surprised if the answer isn't entirely clear. Most likely, you'll get some version of this: "Our applicant pool was very competitive, and we had to make some tough choices."
If your SAT scores, class rank, or GPA fell below a college's typical admitted-student range, then admission officers may cite this as a reason for your denial. However, if your grades and test scores were well in the ballpark, don't expect to get a response along the lines of, "Your essay really stunk," "Your guidance counselor doesn't seem to like you," or "You came across in your application as boring ... or conceited ... or unpleasant, etc. (even if it's true).
Chances are, you didn't do anything wrong. In fact, you might have been a very strong contender even though you ultimately didn't get the news you wanted. If you are applying to the Ivies and other elite, hyper-competitive schools, you may be one of the thousands who get turned away for no real reason other than the fact that their places were filled by other candidates who offered more of what the school was seeking this year (football quarterbacks or oboists, rich alumni children or public school students from Montana, etc.)
If you have already established a relationship with an admission staff member (e.g., the one who visited your school or interviewed you when you were on campus) then this would be the person to contact first with your question about your decision.
Every once in a very great while, applicants successfully appeal and overturn their denials, but it's quite rare, and it's not a practice we encourage unless you truly feel there was a real error. (This happens most often at public institutions where decisions are based more on numerical formulas than on subjective factors.)
While it may put your mind at rest to know the source of your disappointment, our advice would be to not query admission staff about their verdicts and, instead, devote your energies to gathering information--and getting psyched up--about the colleges that did accept you.
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