My mum died a while ago now - back in 2004. Like you, I was very close to her, and I always thought that I would be truly devastated when she died.
In the end, after the initial shock and tears, when I didn't seem to feel like I was grieving, I went to the doctor's and asked for some bereavement counselling. The counsellor asked me, after we'd chatted for a while, what I wanted out of the session. I said that I wanted to feel that it was OK to feel what I was feeling. She asked me if there was anything I felt was unfinished between me and my mum; and there wasn't. I knew that she knew I loved her, and I knew that she loved me. So the counsellor gave me permission, as it were, to feel as I was feeling.
Everyone grieves differently, and you don't have to be weeping and wailing to know that you've lost someone very close to you.
Although my mum's death was very sudden/unexpected, in the longer term it was inevitable, as she was suffering from secondary, and terminal, cancer. So the other thing that the counsellor said was that I had probably been preparing, psychologically, for some time for her death. Which, in some way, can make it easier.
I'm very sorry for your loss. But know that you can grieve however is OK for you. 