I can see by your question Peter that you care very much. Your child has made such an important step to tell you, and I can be sure that it wouldn't have been easy for them to come out to you. All you have to do in the short-term is let them know they are supported and loved. You don't have to agree with their decision right now, though find a way to accept it.
It can sometimes be too easy to forget the impact 'coming-out' can have on the extended family. Societal norms are changing, though there's still a way to travel before transgendered people receive a similar acceptance to other parts of our LGBTQ+ community. That child you say you've lost has actually become more of a person, so there's more of them to love and get to know. Making mistakes is absolutely fine and asking lots of questions is very normal, and important too. No-one is expecting you to be an overnight expert on all things trans, so take the pressure off.
Getting used to new pronouns, and a name change can take some time. Remember that your child is also facing new challenges and experiencing themselves in the world in a different way, so you're both outside of what was previously normal. Your experiences will be different, though they are shared. Worry, fear, guilt, anger, anxiety - all of these are valid emotions. Don't push them away, in fact get to know them, ask yourself why they are there? What positive purpose can they play? When we embrace all life's emotions in the same way as we do happiness, joy and contentment, the difficult times become easier to get through.
Guilt is an interesting emotion, it almost says you are responsible, and something is your fault, and of course, we're not all faultless all of the time. I understand how you may be experiencing guilt, through not knowing sooner, and the grief of losing someone you thought you knew. You will know as a parent, that you kind of make it up as you go! There's a song by Savage Garden called Affirmation, and one line reads, 'I believe your parents did the best job they knew how to do.' There are exceptions I know, though in principle I agree with this. You can't reshape the past, so find ways to put all of your energy into accepting, and getting to know your child in a fuller way.