Recently lost 1 of our triplets

I'm really stressing, I'm 9w5d today, found out Wednesday we lost 1 of our triplets, they said my body should take care of it on it's own but to watch for bleeding, abdominal pain or if I thought my water broke to go to ER. I thought I saw extremely light spotting earlier today, now theres clearly spotting, like red now. I talked to a nurse and he said since it's so light it shouldnt be anything serious but to come in if I felt like I needed to. Anyone ever experience anything like this? I just feel so nauseous and hate to go in if it's not necessary but of course I feel like I should to be safe.