There is no right or wrong way to grieve. All your feelings are normal. It is helpful, however, to know that human grief is a process that often follows a healing pattern. Shock is the first stage. It is accompanied by disbelief and numbness.
Guilt is painful and hard to deal with.
Anger is another big factor which seems to be necessary in order to face the reality of life and then to get beyond it. We must all heal in our own ways. Anger is a natural stage through which we must pass. Your anger at your deceased loved one may even make you feel guilty, or it may be because your own life continues whereas your friend's life is over. Depression is a stage of grief that comes and goes.