Chelsea defender Millie Bright said the announcement of Phil Neville's departure as England manager "came as a surprise" and players are having to "process so much change in one go".
Neville confirmed last week he would step down when his England contract ends in the summer of 2021.
Bright said it is a "bizarre situation" with the change happening as football is suspended because of coronavirus.
"It just felt like everything had been yanked from us," she told BBC Sport.
"There is so much change that is happening in one go. It's hard to take in as a player. We get asked all these questions and it's hard to answer them because we haven't quite processed it all ourselves.
"We are dealing with the coronavirus, the isolation, not knowing if the league is going to go ahead and then our international manager steps down - all these things.
"The emotions, feelings and all those sorts of things are kind of still up in the air. We just have to stay positive and look forward to the future."
Bright has played a key role for England under Neville and was part of the squad that finished fourth at the World Cup last year.
She says the players are "grateful for everything he has done" and that he helped "change the way we played".
"I'm sure he will go on to do great things and I'm sure he has his reasons for stepping down," Bright added. "We can't really control it as players. It's a tough period because football moves so fast.
"He was a big believer in us playing out from the back. If mistakes were high, that was fine as long as we were trying to do the right thing. In that respect, it opened up a lot of opportunities for players to be more comfortable.
"If you made a mistake, you just had to move on from it. It was kind of about playing the football we have been playing for our clubs so the two moulded together. It gave us more freedom on the pitch."
Bright had been hoping to play a part in Great Britain's team at the Tokyo Olympics this year, but that ambition has been put on hold by the coronavirus pandemic - with the Games postponed to July 2021.
"It's more than just football and a tournament," she said. "It's gutting because you work so hard. You don't know about selection so if you have had a really good season, you have to do all that again.
"I want everyone to be safe and to get through this period but on the other hand it's hard not to be gutted that you are missing out on probably one of the biggest tournaments you could ever be a part of."
Bright is also aiming to be involved with England on home soil at the European Championship, which has been pushed back a year until July 2022.
There has been an impact on the domestic game too, with the Women's Super League not expected to restart until the weekend of 6-7 June at the earliest.
And on the delay to Euro 2021, Bright added: "We are going to be getting a new manager so you have to start from scratch. Even as players you think 'I need to up my game' because they will have new opinions and might not like your style of play.
"You have to see it as a new challenge and a fresh start."
Bright said dealing with the lockdown has been "mentally challenging" and she has been trying to "stay occupied and stay sane".
But she has found enjoyment from her new partnership with Make A Wish Foundation which helps children with critical illnesses.
On Sunday, 3 May she hopes to encourage children to take part in her keepy-ups challenge - which she has posted on social media - to raise money and "put smiles on people's faces".
"I have wanted to get involved in charity work for a while. We have got a great opportunity with the lifestyle and the platform we have to give back," said Bright.
"When Make A Wish was presented to us, it was a no brainer to get on board. It was the perfect opportunity to fulfil what I had wanted to do and give back to all those kids.
"I've had a lot of responses so far from the kids sending in their videos and that's what we want. We want everybody to be involved. Hopefully they can have fun and we can raise a lot of money."