It is never an easy thing to lose an animal that you care for, even if it is "only a chicken" as so many people would say. Even chickens have their own personalities, and when you keep a small backyard flock you can very quickly get attached to each and every one of them.
Don't beat yourself up about not being able to save your girl - it is extremely sad, but nothing you can do will change what happened. However, as you said, you can take a lot of positives from it - now have more knowledge and are better prepared for problems in the future. Keeping chickens is a permanent learning curve, and forums like BYC provide fantastic information and support.
With regards to your other girls, it is a good idea to spend a few minutes looking at them closely from time to time, to check for lice, mites, dirty vents etc. I also try to weigh my girls once every 4 - 6 weeks. For this I use a strong canvas bag and a luggage scale which I hang from a hook in a roof beam in the coop. I wait until roosting time, and then pick up one of the girls, put her in the bag, and hang it on the scale to weigh her. If it causes too much of a fuss amongst the others then I weigh one girl a night until they are all done.
Keeping a record of their weights means I can check that the younger girls are growing properly, and that the older girls aren't losing weight. With all their fluff and feathers it can be very difficult to spot weight loss in a chicken without handling them regularly, and since they will hide any sickness for as long as possible, it is often way too late when you finally spot the symptoms.
