How to understand the use of "which" in this sentence?

Question

There was clearly nothing to do but sit down and cry. So Della cried. Which led to the thought that life is made up of little cries and smiles, with more little cries than smiles.

source:A Special Story for Christmas: 'The Gift of the Magi'

I just can't understand the meaning of the bold sentence above, and I can't convince myself to accept that sentence as clarified —— especially the use of "which"! For there is nothing to choose from!

What's more, it's not a question sentence(without question mark)!

Why don't use "what",which seems much more natural and clarified to me?

Answer 1

It could be punctuated so:

So Della cried -- which led to the thought that ...

which = her crying

The antecedent of which is implicit there rather than explicit.

Answer 2

It is, technically, not a sentence (as traditional grammarbooks use that term^†) but a subordinate clause, separated from its head clause by a period to coerce a 'pause' in your reading. (Real Writers write for the ear, not for the eye—and certainly not for grammar teachers.)

Specifically, it is a relative clause headed by which, whose referent is the previous sentence, Della cried. You may paraphrase:

So Della cried—and that led to the thought ...

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_{^†It may surprise you to know that many modern grammars do not use the term sentence at all. Sentence is probably best reserved for analysis of written texts, where it means "whatever stretch of words lies between two full stops", those being periods, question marks, and exclamation marks.}