Passing of a close friend

So, say you just had a close person to you pass away. This is the first time someone close to you has died. How do you console the family members who are like your second family?

Do you go over there as soon as you hear?

Do you wait for someone to give you the OK?

What do you say that a thousand other people haven’t already?

I guess there really is no handbook for this kind of thing, huh?