Donna is extremely confused. This woman, this River Song, is talking circles around the Doctor, and even more amazingly, he is letting her. Never once does he step up, armed with his technobabble, to show her her place. But then she thinks of the impossible. What if the Doctor isn't stepping up because River really is smarter than him, really is confusing him. But then she shakes the thought away, because he is the Doctor, and nothing confuses him.
But then River says something to him, and Donna can see how he is shaken to the core, and thinks, no, she knows, that this River Song is something special. After that, he looks at her in a new light, and when the Vashta Narada are attacking, instead of grabbing Donna's hand and running, he grabs hers. Donna can't help being a little bit jealous. She has been here for months, and the Doctor just met River.
But then the logic and caring side of her brain over comes the petty jealous side. River, she realizes, is good for him. She is helping, maybe more than Rose did.
And then… she dies. And bizarrely, at first, Donna is mad at her. How dare she die, just when the Doctor was beginning to trust her! And Donna can see that he is so broken, shattered like glass. But after everything is over, the Doctor seems to have a strange new hope, and Donna sends a silent thanks to the strange River Song, wherever, or whenever, she is.
And though this day was filled with uncertainties and mysteries, Donna is sure of one thing: Time Lords are very confusing.