Hit a cyclist but no serious injury/harm, what happens?

Early this evening, I turned into a road that had a line of cars waiting to turn onto the main road I came off of. (Hope this makes sense)
I made it about 15-20 meters (going under the speed limit) before I caught a very quick glimpse of a cyclist riding across the road and hit them. I broke as hard as I could but virtually had no time to react. I was not doing any illegal activity whilst driving.

They had entered the road between a gap from two of the cars lined up on the road next to me, to which those cars also had their lights shining at me and I had no way of seeing this person was coming from my right side. It’s also a particularly dark area and he was riding a dark bike, fully dark clothing with earphones in.
It took my drivers side mirror completely off and have a small scratch on my car.
Luckily the person is okay, I checked in with him a lot and made sure there were no injuries or damage to their bike. I feel sick about it. I’m very lucky they weren’t seriously injured.

No emergency services were needed at all and we were both okay.

I’m wondering with instances like this, is it meant to be reported to police?

Also any general advice for someone who may have been through similar? (Emotion wise, I’m struggling with loads of guilt which I know is normal after this but still)