Vanishing twin syndrome

So I just went to my first trimester screening and they did an ultrasound and I just found out I lost baby b. I really don't even know how to handle it, I just heard both their heartbeats less than 2 weeks ago and my doctor said they were both healthy and the heartbeats were great. I had asked how common vanishing twin syndrome was and she said I had nothing to worry about since it usually happens a lot sooner. So I stopped worrying because it was honestly my biggest fear. I was just over the shock of twins and now I'm dealing with a whole new shock. My heart feels so heavy and sad but at the same time I know I need to keep going for baby a.  I'm a first time mom and never even thought I could get pregnant and then I found out about the twins so everything was just a crazy shock. How did other moms deal with this if this has happened to any of you moms out there?