I don't mind at all sharing with you what happened when I miscarried. I don't know how far along you are, but I found out at the end of my first trimester (11 weeks to be exact) that I had a missed miscarriage and I opted to try passing everything naturally. It didn't happen after five days so my dr. prescribed me medication that basically forces you to go into labor. Even with that it took me about a week for everything to pass. I ended up going to the ER because I had profuse bleeding and even then, they weren't able to tell me if everything had passed and told me to give it another couple more days. I ended up going to the dr. a few days after the ER visit to get an ultrasound and that's when I got confirmation that everything was out of my uterus. It feels like really bad cramping and comes and goes like contractions. I passed a lot of clots and huge pieces, one even the size of a liver, because I was so far along. I bled and spotted for weeks after. If you're earlier in your pregnancy, the bleeding should be less. If you have any concerns, don't be afraid to call your dr. I called my dr. because I wasn't sure what I was supposed to be looking for.
The feeling of wanting to be pg right away is natural. I think most women feel that way. I know I did and I had the same thoughts as you. I opted to wait because my miscarriage was my third pregnancy and I already have two children. I'm in the process of TTC, but I waited because I knew for myself that if I miscarried again so soon after my last miscarriage, I would be a wreck and I had two children already. My first instict and feelings however was to want to be pg right away. If I didn't have any children, I probably wouldn't have waited. We waited until my EDD came and then started to TTC the month after.
It's a really emotional process to go through, but you will get through it and as time passes, it gets easier. My thoughts are with you and don't hesitate to call your dr. if you have qxs or concerns esp. since this is your first miscarriage and you don't know what to expect.
Lisa