I know it's difficult and you don't want to hear it, but I am sorry for your loss. Only time can tell how you will deal with this. I just found out on Friday that I had an early miscarriage too and have been grieving on and off. It doesn't feel real and everything is a complete blur since then. Everyone's way of dealing with a loss as big as this will be different. Mine has been watching "Leave it to Beaver" with DH, eating KFC, frozen yogurt, cake, and going online to read as much as I can about how to prepare for another baby. I would wake up in the middle of the night crying, but then get up in the morning with a smile and say, "Let's try for another baby!"
Anyway, if you need to be with family, be with your family and just tell them what you want. If you don't know, let them know you don't know how to grieve and just ask that they give you hugs. I found this website that has useful information. Maybe it will help you too. http://www.babylosscomfort.com
I've never personally been in your position so I don't know what that's like to go through. I would imagine though there is no appropriate length to grieve though. Everyone is different. Some might briefly, others could feel it for months. I would imagine the same would be for when things fully sink in. It might take a month for it to happen, and when it does it could hit all at once. I believe you just handle it in anyway that you know how, or what's comfortable to you. If anything makes you feel uncomfortable, or someone says something you don't like, ask them not to. Some women don't want family to pity or grieve for them. (I myself am one of them) Others find the support to be a comfort. Take things one day at a time. You know yourself best and what you can handle.