It happens more than you think. You were looking at several jobs when you got hired. There was no way to know that another employer would offer you a job after you accepted the first offer. If the new offer is for a better job -- or worse, your dream job -- you have a dilemma on your hands.
Don’t Take a Job You Don’t Want
Think twice about accepting a job offer. Once you accept a job offer, you are committed ethically and morally. A lot happens on the employer's end to prepare for you to start the new job. This includes contacting other applicants and telling them the job has been filled, as well as logistics in getting things ready for you. Just as you would be shocked if the employer changed his mind about hiring you -- last minute -- the employer will be caught off guard were you to quit immediately after hire. Rather than accept a job you might not keep, try to buy some time to make a sound decision and then stick to it.
Allure of the Employed
It is ironic that employers suddenly show more interest in your application now that you are no longer unemployed. This can be because employers feel better about hiring someone they know someone else wants. Your new job is evidence that you have impressed someone else and that you can do the job. Also, your new job can bolster your own self-confidence. Having a job can make you more comfortable in an interview because you are less desperate.
Don’t Jump the Gun
Before rushing off to take the new offer, or turn it down, evaluate your options. If you have just been hired, perhaps the new job offer is a reason to renegotiate your terms with your employer. If you have been offered higher pay or better hours, see if your employer can match or beat the offer. While you might feel ethically bound to the new job, you have to do what is best for you and your career. Hesitate to burn bridges, but don't let your dream job escape and live in regret.
Withdrawing Your Application
Avoid the temptation or turmoil of additional job offers by withdrawing your application with other employers as soon as you accept a job. This is considered courtesy and the ethical thing to do. Continuing to look is like cheating on a new girlfriend. If your new boss gets wind that you have continued the job hunt, you might start off on the wrong foot and find yourself back on the job market -- literally.