My dad then called the sheriff and he came to our house and told the sheriff about it.
There is your problem. Small town, corrupt sheriff. Next minute you'll discover there is a massive conspiracy where the whole town is a cult including the sheriff, who kills pets to salute their god. Get out now.
Jokes aside, I give my condolences. Mourning the loss of a pet can be as bad as losing a human friend or family member, studies show. Depends how close you were. I lost a pet this year, and it really hurt me as we had him for 10 years and the death was not peaceful or seamless. I imagine it will be quite upsetting for a while, and in seriousness, don't feel awkward about being upset or even crying over the loss of an animal.