It depends. Your reaction depends on the relationship you had with the family member -- both quality and degree of closeness. Also the timing, type, and intensity of responses is individual. Many people feel sadness and grief; anger is another common reaction. Sometimes the person may escape into drug use or other addictive behaviors. The way people deal with loss varies widely. It's good to have support.
Sadness,anger,denial. It is common to feel sad, angry, guilty with some early denial, occasional hallucinations. You might not sleep well. Tese should heal shortly if not see your doc.
Grief. After losing a loved one there are a list of levels of feeling one goes through. You feel what you feel, a list is of little use. It is never easy. Try and enjoy the good parts in your life and put it into perspetive. The is no hard and fast rule to the grieving process.