I totally know how you feel. I got Murphy after Abby (my Golden) passed away. She was Alphy's big girl love. I thought he was lonely without her. Murphy is 6 months and so active that sometimes I feel guilty because Alphy is such a mellow non active dog. It's hard to play with Alphy because Murphy just has to be everywhere and is always in his face. I thought I was doing a good thing be getting him a companion but other times when he just looks at me with those sad eyes I think he's thinking... mom, I was okay alone.
Breaks my heart at times. Other times he plays with Murphy and I'm glad that I did it. Catch 22 I guess. I'm hoping that as Murphy gets older things will even out.
Hang in there, I am sure that it will be fine.