The mourning period experienced during quitting are from a two fold process. First, there is the sense of loss that is normally experienced when we lose any regularly established item or pattern in our lives. See "Stages of loss" article for more details on this.
The other reason is many smokers do actually feel that they had a real relationship, a friendship with their cigarettes. But this article should clearly establish that a relationship with an addiction is a horrible relationship--one that you should escape from now and keep running from in the future, for the costs of not severing these ties will be the loss of your health and the eventual loss of your life. To stay free from this enemy who is out to destroy you, you must always remember to never take another puff!
Joel