It's perfectly normal to feel grief even if the person or situation weren't right for you. You are grieving what future might have been or your dream of having a happy relationship. But your dream isn't dead and gone -- you can still have that dream with someone else.
Just because you're grieving it doesn't mean you made a bad choice per se, it's just that your body needs to go through this cathartic process.
Our feelings aren't necessarily right -- it's possible to feel anxiety that makes us feel stuck when we need to get on with our lives. It's also possible to mourn the death of a relationship that wasn't right for you in the first place.
How are you feeling right now?
Sadness is a normal feeling that helps us slow down (like in Upside Down) to get a break when things get too much. It doesn't mean you made a bad choice.