How do you deal with a miscarriage?

We thought we were pregnant and we didn't take a test because we thought that it was to early to have one be right. Not to mention my cycle comes and goes a lot I never really know when it is coming it just shows up whenever it wants to. But on December 10th it will be five years since This has happened. I was only five to six weeks along and we didn't even know if it was a girl or a boy. But it seems that it kind of made us stronger as a couple because we grieved together and I was a complete and total mess. I blamed myself and still kind of do. Could that have an effect on why we haven't gotten pregnant again?