I have never had a miscarriage thank goodness but I know I would be devastated no matter how far along I was. To me it would still be a baby that never was

I don't think you should feel bad for grieving but if you feel like you can't move on from it or you feel worse as time goes I would talk to a therapist or someone close to you that you feel comfortable venting to. Talking is always a great way to get your feelings out.
Edit: And it's a little hard to tell someone to just not get attached until such and such time. I don't think I could dictate my feelings that way.