Elizabeth Kubler-Ross discovered what's often called the grief cycle. A more general name might be the assimilation cycle, since even good changes are a stress, and are metabolized with a series of feelings, though not necessarily in the following order or one at a time.
These feelings are shock and disbelief and numbness at first, usually.
Later they're likely to include anger and protesting at one's situation, anger at oneself, bargaining, sadness, fear, and yearning. One is likely to go through these feelings more than once.
One skill lies in learning to go through these feelings willingly and with self control. It can be a roller coaster ride. There's great power in accepting your own feelings and feeling them.
Another lies in learning the lessons the emotions bring up, facing the fears that need faced, assimilating the new attitudes that are approriate for a person who's gone through pain.
Grieving skills include not taking it out on the people around you, reaching out for support, getting enough solitude, breathing, and letting time go by.
In the end, by processing one's way through feelings and realizations, one reaches resignation and acknowledgement of the way things are, and (finally, as the culmination of the process) acceptance and a return to your natural level of happiness.
Here's a version of Grieving Skills you can download: