The answer to your question is yes, yes, yes.. I've had more than I can count. Grief and loss is one of the hardest things to endure in this lifetime. It catches you off-guard, sweeps you off your feet and leaves you breathless on the floor.
They say time heals all wounds. In someways this is true. In grief, you find healing through acceptance. It is not that your pain goes away. The loss you feel today stays with you, however life moves forward and you find the memories are things you hold on to. You give yourself time to accept.
I found that journaling and writing is very theraputic. It doesn't have to be writing shared with another, but just a way to get your thoughts and feelings on paper. I did a lot of writing after losing my mom. But it was different when I lost my dad. After his passing, I devoted all my time to do things he would have done, for my mom.
Find something that you love doing during your season of grief. If you find yourself suffering with depression, find a professional to talk to. There are also support groups and grief workshops that help.