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Many people don't know how to react when someone they care about goes through a great loss like this. It is common to feel like maybe you shouldn't say anything: either because acknowledging it is too painful or because you're afraid that you'll say something hurtful. However, saying nothing can be even more hurtful than saying the wrong thing. Do acknowledge this terrible loss, even if only briefly. It will help and even this small gesture can make them feel less alone. All you have to say is something like, "I heard that you lost your child. I want to extend my deepest sympathy to you and your whole family. Please, let me know if there's anything at all that I can do to help you." Many people just don't know what to say in deeply serious situations like this. Admitting that you don't know how to react in a helpful way can actually, in itself, be helpful to your friend. When you do this, you show your humanity and communicate that you aren't avoiding them because they feel tainted or because you think they did something wrong. It also shows that you honestly do care about their feelings and don't want them to be hurt further. Say something like, "I don't really know what to say to make this better. I'm not very good at this kind of thing. But I hope you know that I am very sorry for your loss." The best place to start when consoling your friend is to simply ask her if there's anything that you can do. She might not want consoling, but there might be someone other way in which she could use your help. She'll know best what she needs from you right now. It is important that if you tell her you would like to do something for her, that you do what she asks. Going back on your word at this point can leave an incredibly powerful negative impact on your relationship. You may find that your friend does not seem that upset by her loss. You may also find that your friend grieves very openly and loudly. Your friend might start acting very differently, such as always wanting to go out. On the other hand, she might want to just hide herself away and cut off most contact. These are all normal reactions to grief. Even if you went through a miscarriage yourself, you can't expect your friend to grieve in the same way. For example, you have another friend that's gone through the same experience and commemorates every anniversary of their terrible loss. This doesn't mean that your friend who has just lost their child will want to do the same and you shouldn't push them with phrases like "this is the best way" or "you'll feel better". You might feel like your friend is grieving for too long over what may have been a short pregnancy. No matter how short the pregnancy was, the sense of grief can still be overwhelming, especially if the woman was particularly hopeful or excited for this baby. Everyone grieves in different ways and even if you feel that you would have been over it by now, it's important not to judge your friend for taking a long time getting back to normality. Even having another child will not always remove the sense of loss of this child. They may always feel a slight sense of grief. This is normal and should not be looked down upon. Most of the things that people usually say in this situation are exactly the wrong things to say to someone who is grieving. This is most common when the person saying these things has not experienced real grief before. Your best bet is to avoid any comment which minimizes the sense of loss that your friend and her partner are feeling right now. Don't say things that downplay the situation or make it sound like a bump in the road. Even if it's true, those kind of comments don't help. Avoid these common phrases:  "Don't worry. You can try for another baby again later." "Maybe you should have...", "Maybe you shouldn't have...", "Did the doctor say what happened?" and other statements which shift blame onto the mother. "It's for the best", "This happened for a reason", or "This is all in God's plan." "At least you miscarried early in your pregnancy" or other, similar "be grateful for" statements.
Do acknowledge their loss. Do admit when you don't know how to respond. Do ask her what she needs. Don't expect everyone to react the same. Don't put a time limit on grief. Don't minimize her loss.