Grieving .

I lost my husband suddenly 9 months ago . It was a normal day and he seemed as strong and fit as usual. After coming back from walking the dog he sat down saying he felt unwell .10 mins later he was dead and life was turned upside down. I've been try to cope by keeping busy seeing friends and family and trying to look forward but I keep coming across the advice that I should"allow yourself to grieve". Can anyone tell me how you do that and still move forward.??. Does it mean that when I feel sad and lonely I should spend time sinking into misery and despair instead of trying to pull myself out of it . I seem to be depressed and confused all the time .Does anyone have any thoughts about this?