I can relate to your loss of your budgie. I had budgies growing up and their losses were especially hard for my younger self. I was off school for 2 days when Charlie died. 4 years ago, I had a parakeet of 9 years, who died. I was so upset, he was my buddy. Got me through some hard times as well.
Even though they are small, their loss is no less small than that if it were a cat or dog. Make sure you honor your friendship with your budgie and take time to grieve. I buried my last budgie in the garden also. We planted a Hydragena over him. Where we hung the cage in the living room is now a hanging plant with heart shaped leaves.
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