That's kind of the point in my books. My main character goes through a bunch of different levels of mourning, from just feeling sorry about the death (because there wasn't a strong connection there) to all-out grief. And yeah, there are ways for the author to give the main character and the reader a moment to handle the grief before moving on to other things. Good writers will do this. I certainly hope I've done it well in my books.
Re: Gandalf