It's perfectly normal and expected to process the loss of a marriage (or perhaps more accurately the loss of a dream) through grief. Here is an article copied from a website on loss and grieving. (I've bolded some parts relevant to your question)
It is widely accepted that there are seven distinct stages in the grieving process.
The seven stages of grief for a scale that one who has suffers a loss will ascend over time.
The seven stages of grief are:
*Shock or Disbelief
*Denial
*Bargaining
*Guilt
*Anger
*Depression
*Acceptance and Hope
Most people will see some if not all of the seven stages of grief in themselves as they grieve.
The first stage is obvious and I think we all see this in the first breaking of the news of a death or loss. We quite naturally are shocked and find the gravity of the situation difficult to take in.
Denial is the next stage of the grieving process and sometimes this stage will last only a moment and with others it may last for quite some time.
Each of the seven stages of grief will take different lengths of time to work through form person to person. Sometimes the first three stages may only last a moment and with others they could last for some considerable time.
Bargaining, although it may seem like a strange stage, is something that a lot of us do and has its roots in “what could I do to reverse the loss”, “take me instead”, this is quite natural and is an observed stage of grieving.
Guilt comes in and is very close to bargaining. One tends to blame themselves in an effort to reconcile the loss.
When anger occurs in the grieving process we know that the person is starting to come out of it. All of the stages up to this one have been very inward responses whereas anger is more of an outreach.
Depression is not so much a stage, it can come and go throughout the whole grieving process but when the anger stage is passed depression will also become less and less.
Finally acceptance and hope will return and marks the seventh stage of grief. At this point we understand that life will never be the same but we see hope and meaning in the future.
The seven stages of grief as outlined above should not be taken as a hard and fast rule but more as an index of the stages of the grieving process.
The main point is that we can see our grief as a very natural process that we will work through from the initial shock to the eventual hope.