People react in different way to loss. Anxiety and helplessness often come first. Anger is also common, including feeling angry at someone who has died for "leaving you behind". Sadness often comes later.
Feelings like these are a natural part of the grieving process. Knowing that they are common may help them seem more normal. It's also important to know that they will pass.
Some people take a lot longer than others to recover. Some need help from a counsellor or therapist or their GP.
But you will eventually come to terms with your loss, and the intense feeling will subside.