Am sorry to hear it and can imagine how you feel. Its hard to get to know someone well (or think you have) and then it all suddenly ends, especially if you find out that they were not what you thought. It seems like it was made up, but I wonder why? Unless she had something further planned? Do you know if she did definitely live in the area where she said she did? And don't worry, no-one will think that you're stupid or had bad judgement. Others on here have found out that the lady they were in contact with wasn't genuine and sadly I guess you won't be the last. I guess if we are genuine and honest ourselves, then we think that others are the same and can be a bit too trusting sometimes. Sean (Northener on here) had been scammed before, but later met a lovely lady who he flew out and met just recently (there is a blog on his trip below).
I wonder if there is anywhere on the site (an old thread etc) that has things to look out for if someone isn't genuine or setting you up to scam them? As when you are new to long-distance-relationships, you don't always know of what to look out for and the signs that might say that they are not genuine.