How to not go crazy? Stay busy, distract yourself, read a book, go for a walk, shoot some hoops. Spend some time with friends.
What to say? Stay cool. Say, I understand what you're saying. Listen to her, figure out from what she says, where she is on it - it she willing to go to counciling, does she have a plan to seperate permantently, etc. Don't pressure or contradict her feelings. Don't tell her that YOU need her, that YOU love her. Listen.