I guess I overreacted. To everyone who hasn't played The World Ends with You, do yourself a favor and try it out sometime.
But I don't have a DS! (And I hate portable systems because they kill my neck.) 
I tried, but she said she wanted to be alone for a while. I don't know what she's thinking, but you're right. It's going to hurt like nothing before to lose her as a friend, but I will respect her choice in the matter. Thanks, by the way. I'm just trying to live day by day now, and I can't get too upset about this. I'll give her some space for a few days or weeks, however long she needs to think. It's all I can do for now.
I don't mean to pry, but how old is this friend of yours? The younger they are, the less a girl's feelings can be relied upon. Unless she is a very recent ex (and nothing you've said suggests that she is), I can think of no justifiable reason for her scorn based on what she has told you. I can think of two possibilities for her behavior. One, that she really does have romantic feelings for you and has never said so, and perhaps has not been able to admit it to herself. And two, that she's never had romantic feelings for you but views your own engagement as a door being forever closed - a possibility that you and she never openly or privately explored. I think the second would be the more likely option if you and she have known each other for awhile. But knowing her only a month? More likely option one. In any case, I wouldn't worry about it too much. I would be more concerned about the girl that you love. If that relationship is as fast as you've suggested, you better make sure that she is the Marle to your Crono.
Who said you were prying?
But yeah, I have only known this friend for about two months now, and have been a friend to her for one. She's been through a very nasty divorce recently, and that probably has something to do with it, that and last year she lost her brother because he committed suicide. She's a nice person, but I don't love her. And about the gal I do love: Yeah, I know it's pretty quick and all, but we have agreed that if it doesn't seem to be working before we get married, we'll try to work it out. If that doesn't work, we'll call the engagement off. I told my friend this, but I guess she's still hearing the fact I'm engaged right now, and hasn't registered anything else. Thanks for your concern though.
I don't have many people I can turn to about this, so having people I don't know give me their opinion helps some. My family has said that I should just wait and see how it goes, and not worry. I will do that. I've learned that you sometimes have to burn some bridges before you find what you truly NEED. Again, thanks. I really appreciate everybodies thoughts on this.
I really hope she is my Marle.
EDIT: Oh! I just saw you wanted to know how old she is. Well, first off, I'm 27. She's the same age as me. And the gal I'm engaged to is 24 next month. I don't know what she really wants from me. She said she doesn't even really know what she wants in a guy. She's hoping to find her soulmate, and that she'll know him when she lays eyes on him the first time. I don't really believe in that anymore. I know from seeing members of my family that it takes work for a relationship to last. Heck, my aunt and uncle ran off together in the late '70s, and didn't get married until about '82-'83. They've been together ever since, adn while they argue, they love each other very much.
