My grandfather and I were very close, hell I'm named after him. He was like my best friend growing up and I wanted to spend all my time with him. He told some of the funniest stories that to this day have not been topped.
The one thing he used to tell me very often right before he died was that he didn't want anyone crying at his funeral and hated the thought of people grieving after he was gone and not living their lives to the fullest. He made me promise to continue on like he would have wanted and never forget the things he taught me. He was "Going to his reward" as he used to say, and he wanted people to be happy for him. When he passed I felt like someone ripped my heart out but I knew what he wanted and I kept my promise.
If you were as close to your grandfather as you said, then you should know what he would want. So, what would he want you to be doing right now, sitting there crying and feeling torn apart, or living your life. Make him proud of you.