To feel grief when someone has died is totally normal and so it is not a sin to feel sad. However there are things which are haram such as mourning out loud, hitting yourself, ripping your clothes and asking "why?" because then you are questioning Allah's will.
Prophet Muhammad, Peace be upon him, who said: «It is prohibited for a woman who believes in Allah and the day of judgment to mourn any dead person more than three days except her husband four months and ten days» (Reported by Bukhari).
Prophet (peace and blessings of Allaah be upon him) said: “The deceased is tormented in his grave because of the lamentations (wailing) over him.” (Bukhari and Muslim)
The best thing to do is to make du'a.