It is perfectly acceptable to skip a therapy session. You can call and just say you can't make it. Your other option is to go and talk about why you wanted to skip the session and be open about your current feelings about therapy. I really think that this could lead somewhere positive for you.

Loss is really tough to cope with. Unfortunately loss seems to just happen again and again in the lives of humans. When my first child was born, I cried because she had lost the only home she'd ever known (the womb). My wife thought I was insane. I've had a lot of loss in my life, and losing people (and animals) over the years seems to bring up former losses as well. I hope you can do something comforting for yourself today.