just found out i will have a miscarriage

Annabanana
My fiancé and I went to the doctor this morning for our first ultrasound. I thought that I was eight weeks along. They took some pictures and did intravaginal ultrasound and then the technician informed me that there was a yolk sack with no embryo in it. it's called a blighted ovum or an anembryonic  pregnancy. 
I know this is common but I would love some advice love and support from you guys if you had this happens--how long did it take you to grieve or what did you do? Did you wait for it to exit naturally? Take a pill? I know I will be ok and we go can go on to have beautiful healthy babies.