C.G.
I am so sorry to hear about this. I went through nearly the same thing. My husband and I found out we were pregnant for the first time and were ecstatic!! At about 8 weeks, I didn't feel well and then started spotting. I called the doc and they had me come in for a vaginal ultrasound...that is when my world crumbled around me. We didn't see anything on the ultrasound. The technician asked how far along I was. I told her... and she said "That is wierd". I asked why and she said she doesn't see anything. We spoke to the doctor and she said that she was diagnosing me with a Spontaneous Abortion. (basically the pregnancy didn't take and we lost the baby for no reason) They also tested my HCg levels and they were SOOO low. That night I ended up miscarrying.
Just be there for her. She may go through feelings of wondering if it is silly to feel so sad even if the pregnancy never really took. But of course, she should feel sad. She will also hear lots of "Well at least you weren't further along" as if it isn't as much of a baby. That is one of the worst things to hear. Just help her validate her pain, encourage her to recognize that this is a real loss. We refer to our miscarriage as our Angel Baby. I also wrote a letter to my Angel Baby in the pregnancy journal I had started and kept it. Most of all, just be there to wrap your arms around her when she needs it.
Editted to include: also remind her that most people that miscarry go on to have incredibly healthy pregnancies! It will happen!