Thoughts she might have after you say something like this:

"I just lost a baby. How can I go through that again."
"Can you not see I'm hurting?"
"If my age has something to do with it, and youth will help me, and you think it'll happen because I'm young, then why did I lose a baby in the first place?"

Thoughts she might have after you say something like this:

"My baby is still dead."
"So, it's good my baby died?"

Why is she thinking these things?

Again, this dismisses what your loved one has just gone through.
It is important to note that no matter when the loss occurred, the body still has to go through a delivery and postpartum. If it is super early on, perhaps, it is, as many health care professionals say, like a heavy period, but if it is further into the first trimester, it most certainly is not. Recovery can be a long-lasting process, especially with later losses; be mindful of this as well as the changes in hormones and her body.
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Thoughts she might have after you say something like this:

Wrong with it? It was my baby.
You don't know
Oh my gosh! Did I will this to happen
I just lost my baby. You can see I'm upset; how can you say I didn't want the child?

Why is she thinking these things

These are dismissive and can be very harmful to your loved one.
In pregnancy loss, the mother still experiences all of the pregnancy hormones and emotions, so she might find your words harsher and more confronting than usual.
Grief can make our brain do some interesting things, including finding answers to things that just aren't true. Many women report feeling as if they caused their pregnancy loss either by willing it to happen or by something they did or didn't do.
If you truly believe she didn't want a baby before this moment, take note of what she looks like and how she is feeling. If she is hurting, her thoughts on children have likely changed. Also, even if it's something she didn't want now, she might have had plans for children in the future.
Wanting or not wanting a pregnancy doesn't change the fact that losing a baby is a traumatizing experience.
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Thoughts she might have after you say something like this:

I think about that every day.
How can you say that?
I don't know. Maybe, did I?

Why is she thinking these things?

Your loved one already has this thought in their head—guilt and 'what if' questions can send them spiraling and make the healing process take longer.
She may then feel anger toward you for asking this and adding to the pain. You have just validated the thought that she did something to make this happen.
There is a possibility this hasn't crossed her mind, but the problem, when it comes to pregnancy loss, is most of us never find out what happened. They can and will run only so many tests, especially if it's "only" her first loss. Sadly, many medical practices won't test until she has had three pregnancy losses.
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It's okay not to know what to say. It's better that you say you don't know rather than say something that could cause more harm.
Pregnancy loss is awful; no words can truly express the pain and sorrow. This is the same as what to say to console someone.
Nothing you say will make the pain go away or take the ache of loss and the longing for that life. Please don't feel like you have to fix it. You can't. Their baby died. There is no fixing it.
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Note that she may or may not want your help at this stage of loss.
Don't be offended if she wants space.
If you ask this, make sure you mean it. If she accepts your offer, you don't want to disappoint her.
Be open and ready for uncomfortable conversations and emotions.
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She may or may not want to leave the house, and if she does, she may not want to do so alone.
This offer could give her the chance and permission she needs to get outside and have a sense of normality. Do note that many loss mamas report feeling as if the whole world is moving while they are standing still. Mundane everyday conversations or chit-chat can become an annoyance and something that is deeply triggering.
Be prepared to listen and not know what to do. Don't try to fix anything; just be there.
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HELP OUT

See if there is a way you can help out (with funeral plans, bulk meal making, or planning and cleaning)
Don't push. Know that your loved one might or might not want to have visitors or see many people.

OFFER A SERVICE VOUCHER

If you can't be there physically for your loved one, can you afford to hire a helper? Many loss mamas agree that having someone take care of those everyday mundane tasks would be super helpful in the early days of loss because the basics are the hardest to do.
You will probably want to ask your loved one's permission for this, e.g., ' Would you find it helpful if you had someone like a cleaner or cook come over a night a week to help out?' If you don't ask, your loved one could take it as an insult or that you think they aren't doing what they should.

BRING OR SEND THEM A CARE PACKAGE

People often do this for a family who has just had a baby, but it is also lovely for someone who has just lost a baby. It shows you care, that their loss is valid, and gives them something tangible through the experience.

Ideas for inclusions in this care package
Wheat heat pack (if they have a microwave)
Fluffy socks or slippers
Hot chocolate mix
Chocolate
Tea Mug
Their favorite herbal tea
Raspberry leaf tea
A Diary or Journal, as well as a nice pen
Massage oil
Essential oils such as lavender, chamomile, and peppermint
Moisturizer
Face pack like a mud mask
Nail care set with polish
Candles
Voucher for an at-home massage or spa day

Think about their favorite foods, cosmetics, and pampering products.

FLOWERS

Be cautious when buying flowers. When flowers start to die off and brown, it can be triggering. It can be hard to throw away dead flowers after a loss, and it can also become burdensome to take care of them.
If you want to get flowers, try to get something long-lasting or even opt for dried flowers; these symbolize preservation.

GET A KEEPSAKE

There is nothing tangible to physically hold onto when going through pregnancy loss. You can do a few things to help relieve some of this emptiness.

If your loved one has named the baby, you can have the name inscribed on a necklace or ring or sewn onto a blanket or pillowcase.
Get some home decor items, like an ornament or framed image, to represent the baby in some way. @Motherofwilde does a fantastic job of honoring lost babies and helping families heal.
Perhaps they named their baby, and that name has a deeper meaning, or they had a dream that they felt was connected to their baby. For me, it was a dream about a sunflower field, so I now associate sunflowers with my baby. If something like this is the case for your loved one, you could try to make or buy something representing this meaning or object.
If your loved one is a Christian, you could commission or have an art piece of Jesus and a baby printed.
If she produces breast milk, you can get jewelry and other items made using a milk sample. The milk a mother produces is specific to each baby and pregnancy, which may be very soothing for her.
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THE FINE LINE

Checking in depends on whether they're up for it. Ask kindly, and don't be offended if they're not very chatty or willing. Asking makes a big difference in their willingness to speak openly and comfortably with you. Asking shows you care about their needs and their healing.
It's also essential to look at the reactions of the loss parents during your interactions with them to be understanding and filtered. It's not about walking on eggshells but about making sure you are helping with the healing process.

FUNERAL AND OR SCHEDULED LOSS

If your loved one is yet to complete their pregnancy loss and you feel you could be a good support person and be there through that difficult time, offer your presents and help for that process. Know that this can be traumatic for you, and if you offer to be there, it's essential to follow through, so don't offer lightly.
Planning a funeral is hard and something no parent expects ever to have to do for their child. Offering your help in this, planning, and making food could help your loved one so much.

FAMILY BUILDING, ANNOUNCEMENTS, LIFE EVENTS, AND FESTIVITIES

Try to send a personal message to your friends and loved ones who have been through loss before you post on social media! This can lessen the trigger of just seeing it on social media.

MESSAGE IDEAS

"Hey, I just wanted to let you know...

We are pregnant.
We are having a baby shower, and we'd love for you to attend, but we understand if you can't right now.
​ We'd love for you to join us for the... insert event here. There is no pressure if you're not up to it, but please know we want you there and love you regardless of whether you can or can't make it.