DIfferent words to describe when we are surprised, shocked and hearing a bad news..
I usually use:
It's a shame,
Oops,
OMG,
It's so awful,
.......
Let me know more..

Question

Answer

You could say:

That's  .....
or
How .... !

followed by an adjective such as : awful, terrible, dreadful (or really sad, or so unfortunate .. depending on the type of news.)

Answer

If sad news, I say; Sorry to hear that. 'Wow' is always good when shocked.