Thor might initially go into denial. He can't believe that Loki is truly gone. He may hold Loki's body for a long time, as if waiting for him to come back to life. Then, he could become angry. Angry at the situation, at whoever or whatever caused Loki's death. Eventually, he may find solace in the memories of Loki. Remembering the good times they had together and using those memories to move forward.
Gorr had a tough life. He was from a desolate planet. His people suffered greatly. He lost his family due to hardships and lack of resources. This led him to turn against the gods he once worshipped as he blamed them for his misfortunes.