I think it's quite normal to feel a sense of loss. I went through an actual period of grief over my addictions once I entered recovery, and I definitely felt a sense of loss in the early weeks of my quit. My whole being wanted to reach out for *something* and yet there was nothing there anymore. I ate more sweets than was good for me as a replacement, but that didn't make me feel "good" the way smoking did. It was honestly just something I had to wait out. It started like you said, with simply thinking of smoking less and less frequently. And then I missed it less and less frequently. And the emotions around it got less and less meaningful. Eventually, most of my smoking-related thoughts and feelings simply stopped coming at all, and my moods and sense of self stabilized (or got better). Nature abhors a vacuum, and something else will fill up that brain and heart space that you have reserved for smoking for so long.