Yes I felt like I was in denial for a long time. I apologised to my GP when she gave me the news as she was more upset than me. I heard the term "cognitive dissonance" and it described it well.
My theory is that it is partly ignorance, partly grieving, and denial is one stage of that, right. Once you get out of denial, you - slowly, over many weeks - confront your loss. Your loss of certainty, of future plans, of trust in your body, etc. Each loss is different.
Even if your treatment experience isn't too bad, it is not what any of us thought would happen. That takes a while to get your head around. If you do, let me know how ;)