Oh, I can kind of relate. A had a similar experience when my firstborn was a week old. Hubs and I had made friends with another couple in child birth classes. Our due dates were just a few days apart, and it was their first child too. Okay, we probably weren't as close to them as you are to your friend, but it really affected me still. We both carried our babies full term and I had just been home a few days from the hospital when she called. She asked me if I had had my baby and I gave her the brief details and then asked if she had delivered yet.
My son was sleeping peacefully in his crib and I had dragged my corded phone into his room so I could fold the laundry and put his cloth diapers away. I'll never forget it. I was sitting on the floor with the stupid diapers and she told me how she noticed her baby wasn't moving one day. It was really close to her due date, and she figured it was just getting too tight in there to move around. Later that night, her water broke. It was green and smelled foul. They went right to the hospital where they found that there was no fetal heart beat. She and her husband were distraught when they were told it was too late and the baby was gone. She begged them to do a C-section, but they told here it would be so much better to have a normal (yeah, right) delivery so she wouldn't have to also recover from surgery. They induced her and she had to labor hard with no promise of holding a living baby afterward. A perfect stillborn baby boy was born and the autopsy showed that nothing was wrong. There was no reason that he should have died.
I sat there in a heap and cried my eyes out for her, blowing my nose into the only available thing, the diapers I was folding. My heart broke for her! It wasn't fair that I had my healthy, living boy and hers was gone. Why her and not me? We had had the same care and medical attention. Both of us did everything "right" during our pregnancies. We talked for a long time, and it deeply affected me. My hormones were all over the place as it was, and I had ferocious Mama Bear protective feelings for my little one that were almost overwhelming. For obvious reasons, we fell out of contact. I didn't want to continue the friendship if my baby boy would be a constant reminder of the one she lost.
*Happy Note: Years later I ran into her at a rummage sale. She and her husband had gone on to have five (!) adorable little girls. They never had another boy, but they looked like their family was healthy and happy and healed. It made my heart glad to see her with her baby ducklings trailing behind.
As I was telling Bella on her thread, it is normal for us to experience there strong emotions, especially when the hormones are really fluctuating. It's okay to grieve for your baby 'niece'. If you need help, get some, but sometimes you just need a listening ear and some friends who understand, and we are here for you. Hug that sweet boy for me, but not too hard! <<<<HUGS>>>>