Just wanted to say I'm so very sorry for your loss, Aunt Kathy. I'm all too familiar with loss myself, having had my fiance, my parents, and a very good friend pass on through the years. I believe we have to both celebrate and mourn the life and the loss of the person we're missing. It's a tall and unrealistic order to expect that by remembering only the good times we will somehow be able to cheat and get through grief more quickly. Take time to honor your relationship and your feelings.
If you feel the need to talk about it, consider searching the internet for a bereavement group in your local area. There are some geared to specific losses, such as for parents who've lost children, but others that are open to people with many different kinds of losses and relationships. Being able to spend some time among others who can relate to what you're feeling and experiencing can be very nurturing.
It doesn't surprise me that your niece was able to show empathy to you. My nieces and nephew (9, 12, and 15) were very compassionate with my when my fiance passed in '09. There's something so pure about their feelings; they were able to offer comfort with more grace than many adults, who often seemed to overthink it, or to not want to upset me.
And I don't think it's creepy at all that you've felt that Colleen was reaching out to you. I'd consider it a gift. Whether you believe that she lives on in your heart or that her memory lives on in your heart, here or not, nothing can change that she became part of your life.
Wishing you peace,
Auntie Since Kindergarten