I'm so sorry to hear...
As BlueMax said, it might be good to find comfort in friends or family as well as things you enjoy doing, and let the time heal the wounds. It has to be a very difficult phase for you, but with some time, try to think of it as an end of one era and the beginning of new opportunities. You shouldn't feel stupid or bad... Sometimes it's better to let go (it doesn't mean that there's anything particularly wrong in either person, just they don't work well enough together) and sometimes these situations can be talked through, if the bond between the two is strong enough.
Churchill: "When you're going through Hell, keep going"
*Big Hug* for you and all the best with everything.
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It's not the sinful, but the stupid who are our shame - Oscar Wilde