Grieving a baby I never had???

This sounds so stupid but I was convinced I was pregnant this month, I had implantation symptoms I was sick, backache etc etc.. I really felt pregnant I stopped drinking and kind of talked to my stomach as if there was a baby inside (I know it sounds crazy) then after to two week wait AF came... I feel gutted and like I have lost a baby. I felt attached already is that normal or am I mad?? I was tracking the growth on pregnancy+ and it was all in my head. Had anyone else been through this? Don’t think I can face another disappointment next month

UPDATE: No BFP.. I was just convinced in the TWW