Grieving can be a difficult, complicated business. We each grieve differently, there is no one response, and there is certainly no 'right' way to go about it.
So often when clients come into therapy to talk about grief, their predominant feelings are of anger, or of guilt. There is sometimes a pre-occupation with what we did, or should have done, or with what others did, or should have done for the person we have lost. These feelings are entirely natural, and reflect the sense of powerlessness often experienced in the face of death. We can not control it, it is beyond us in its finality and its impact.
What we can do is allow our emotions to be there, and beneath that anger and guilt, we can begin to sit with the profound sadness that is so often the underlying response to loss. It IS sad when we lose someone, or something we hold very dear, like a relationship. Sadness is important. It is a message that we have felt great love, that we care, that we were profoundly touched by the change in our lives when someone passes from it.
Regardless of spiritual belief about what happens in death, I find there is universally a real comfort in knowing that the people we have known live on within us, in our memories of them. Rumi said "This is a subtle truth, what you love you are." I find this to be true. How could we disentangle the events that we have lived through from who and what we are, our lives themselves bring us to this point.