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The 16-year-old student from Middlesbrough, who broke down on Sunday's live show when mentor Kelly Rowland dropped her, said it had been a ``terrifying'' moment as she waited to hear her fate.
But she revealed Rowland had promised to help her with her musical career.
Lily said: ``It is literally the hardest thing you could possibly ever go through in your life. It is like having your heart ripped out.
``It's terrifying being stood on that stage in front of a nation watching you, not knowing whether you are going to be saved or you're just going to go home.''
But she insisted her age had nothing to do with her leaving and that Rowland had told her after the show she would rise again after the X Factor.
Lily said: ``She said that I don't need this to get where I want to be.
``She said I need to be doing my own stuff and not coming on the stage every week doing covers because I'm already 'game ready'.
``She also said that I'm gonna be worldwide, so I couldn't ask for better feedback from her.
``She said to me 'I'm still your mentor, Amelia, even if you're not in the competition any more, you ring me, you text me, you email me whenever you want for advice and I'll always be here', and I really appreciate that from her.''
Lily revealed she was planning to write and record her own songs - and she said Rowland had indicated there were people in the music industry already keen to work with her.
She said: ``Sometimes the people who don't win do better than the winner, so I'm not taking this as a bad thing at all.''