Heartbroken

I just got back from my first appointment and it should have been a happy time but I found out my baby died at 9 weeks. I never had any signs of miscarrying. I am supposed to be 12 weeks...they said I can try to let it bleed naturally but I could get an infection and that I can get surgery to have it removed. What do I do?? I'm so heartbroken and scared now I don't know what to even do. Has anyone had the surgery before??? Will it make it harder to have another baby in the future? I'm scared.