A young man heard Jesus' word to sell his possessions and give the money to the poor and come follow him - and he would have eternal life. The man went away grieving, for he had many possessions. (Matthew 19:22) He grieved the loss of something he was unwilling to receive.
The disciples of Jesus fell asleep because of grief at the anticipation of Jesus' death. (Luke 22:45) They grieved the loss of Jesus even before Jesus died.
When we do grieve the loss or death of someone or something, we are
not to grieve as those with no hope. (1 Thessalonians 4:13)
There is worldly grief and there is godly grief.
Now I rejoice, not because you were grieved, but because your grief led to repentance; for you felt a godly grief, so that you were not harmed in any way by us. 10 For godly grief produces a repentance that leads to salvation and brings no regret, but worldly grief produces death. 11 For see what earnestness this godly grief has produced in you, what eagerness to clear yourselves, what indignation, what alarm, what longing, what zeal, what punishment! At every point you have proved yourselves guiltless in the matter. (2 Corinthians 7:9-11)
Jesus grieves at our hardness of heart. (Mark 3:5) We are told not to
grieve the Holy Spirit of God. (Ephesians 4:30)
Godly grief is the kind of grief that happens when we experience the grief of the Holy Spirit; when we grieve about those things the Spirit of God grieves about.
Pray for each other!