First off, I'm so sorry you are going thru this. I've had several myself and it's certainly not fun, especially when you have no clue what to expect. Know that it will take some time and you'll feel sad for awhile, but someday the pain won't be quite so sharp and you'll be happy again.
Secondly to answer your questions, being thin shouldn't be a main cause for miscarriage. That would be something to talk to your doctor about and they'd be able to better tell you what weight you should be at. Rest assured though, plenty of slender people have carried babies to term. I know a woman who got pregnant, had her baby, and wore her skinny jeans home from the hospital. However, I've just found out the being Vit D deficient can be a possible cause for miscarriage. I'm not able to remember why this is, but I do remember talking to some of the ladies on another thread about this recently. I'll see if I can't find that info and pass it on to you. Were you taking a supplement? When I was last tested, I was at the very LOW end...like 3 points off being diagnosed with rickets low...And I've carried to term twice despite that so it's not an end-all either.
As of right now, your odds of miscarrying are relatively low yet. This was your first pregnancy, you are under 35, and (I'm assuming) have no family history of recurrent miscarriage. Most doctors will tell you this was just an unlucky thing that happened and that your next baby will be a healthy, full-term child. There's no guarantees in life but unless you have 3 (or more) consecutive miscarriages or have other health issues like diabetes that could adversely affect a pregnancy, the doctor will say your chances of miscarriage remain low.
Feeling sad is normal after a miscarriage. You become attached to that life, that flicker inside you even if you haven't seen it on an ultrasound. It's more than just two lines on an hpt, it's your
baby. And it'll be up to you really, on how long you feel sad. Some women recover quickly from a miscarriage. Some women are simply devastated and take much longer. It's totally on how you handle the grieving process. For me, it's usually a few weeks before I'm 'okay' again but seeing babies or hearing someone else announce a pregnancy can be hard to deal with for up to a year afterwards.
The pain part is different for everyone too. I've had 7 natural miscarriages between 7 and 9+4 weeks and one D&C for a mmc at 15 weeks (the baby stopped at 13 1/2-14). My natural miscarriages were almost all unexpected and I didn't know I was miscarrying until I started bleeding and cramping. Mostly they started out with minor period cramps and bleeding that escalated in strength until I passed the sac. The further along I was, the more the cramps hurt but I've never had to take anything stronger than tyelonol for pain. I've heard that a miscarriage using the medication can be more painful but I can't say for sure as I've never used the meds. Other women will tell you they thought they were dying from the pain and had to get heavy-duty painkillers. I guess it's up to you, your pain tolerance, and how your body handles the miscarriage. What you can expect is bleeding, cramping, and passing some clots like a period. If you start bleeding heavy (as in filling a pad twice in an hour for more than two hours) then GO IN. If you are worried about pain, ask your doctor for a painkiller prescription when you get your medication. Make sure you have lots of fluids to stay hydrated, use a heating pad or hot water bottle to help ease the cramping, have books/magazines/movies to keep you occupied, and take it easy for a few days afterwards. You can expect your next period to be delayed slightly as your hormone levels have to drop before you can cycle next. I typically get my period 6-8 weeks after a m/c. (~3-4 weeks after my hormones have returned to 0)
I've gotten pregnant as early as one cycle after a miscarriage and as late as 8 months after a miscarriage. (We ntnp so we aren't actively ttc. It just happens when it happens.) The common thought is that you are more fertile for up to 3 months after a miscarriage since everything is all 'cleaned out'. I've been told to wait at least 3 cycles (or 3 months whichever comes first) so my body can heal properly but most women on here will say their doctor said to wait one cycle in order to get your dates set again unless you've been told to wait for a specific reason.
So there...I hope I've answered your questions but if you have anymore, I'd be happy to try and answer them. I know what it's like to have a miscarriage and not know what to expect or know what questions to ask the doctor. So good luck and I hope you get your rainbow baby soon!