This is the stage that seems to last the longest (for me, anyway). It's also a stage I've revisited several times. I expect that will continue to be the case, for a while.
It's normal to be sad. I struggled with that idea, thinking I should have been more prepared, or more accepting, or just...better at the breakup. I thought I was way too sad. It got to the point where I actually scared myself. I wasn't eating, or sleeping. I missed work. It took every ounce of energy just to move from my bed to the sofa.
That went on for a little less than a week, before I just decided it was going to be done.
I forced myself up, and out of the house - even if I didn't want to go anywhere. I dragged myself into the closet and looked for clothes and shoes and accessories, because I knew it would start to make me feel more like me.
I know I keep repeating myself - but my friends were heaven-sent during this time. Angels, I swear, every one of them. They texted me several times a day to make sure I was okay, stopped by my house, took me to lunch. X even dragged me to a movie, knowing I just needed to get up and out of the house. They gave me some much needed advice, and even let me come crash at their house when I didn't want to be alone.
They literally saved my life.
Depression is a normal stage of grief, but for some people (like me), it's also something to deal with on a daily basis. Even my counselor admitted that my reaction was a little extreme - though he gives me credit for doing what I needed to get myself back on track.
If you suffer a loss, expect to be sad. Tell yourself it's okay to hurt, or to cry, or to just want to be alone. Let yourself off the hook if you don't handle everything in stride.
But keep an eye on your mood. Like the other stages, depression should be temporary. Somewhere, deep inside, you should realize that this too shall pass. You should see a light at the end of the tunnel. If you don't - you need help.
Don't ever be afraid to ask.