She could be very sad. After all, Naruto is likely an important person in her life. She might feel abandoned and start to question why Naruto left her.
Percy would likely be very confused at first. He'd probably feel a mix of anger and sadness. He might start to question his own actions and wonder if he did something wrong to make his sister leave.
Percy might be initially very confused and hurt. He may try to find his sister and understand why she has left him. He could also become very angry and feel betrayed, which might lead him to take some rash actions.
Naruto might initially be in shock. He has always counted on Kushina's love, and this sudden abandonment would be a huge blow. He could become withdrawn and quiet, not understanding why his mother would do such a thing.
At first, Sasuke might not believe it was Naruto's own will. He would try to find out if Naruto was under some sort of external influence. But if he found out that Naruto was fully responsible, Sasuke's reaction would be one of pure hatred. He would abandon all his previous beliefs and goals and make it his sole mission to destroy Naruto. He might also cut off all ties with the village that Naruto was protecting, seeing it as an accomplice in his sister's death.
Naruto might be initially confused. He's used to being the one chasing after recognition and friends, so having his sister be so obsessed with him would be a new experience. He could be a bit awkward around her at first.