There are multiple levels to the English language. You start with the literal meaning, discern the implied meaning and unearth the symbolic meaning. With so many English idioms and sayings, non-native speakers can sometimes struggle with understanding what someone is actually trying to say. One such example is the phrase “at a loss for words.”
You’ll notice that there is a subtle but important difference in that construction, just as you should know the difference between lose, loose and loss. These words carry similar definitions, but must be used in the right context at the right time.
You are at a loss for words, but you are lost for words. It would be incorrect to state that you are “at a lost for words” or that you are “loss for words.”
Being “at a loss for words” and being “lost for words” have equivalent meanings and, as far as I can tell, one is no more correct than the other. That being said, I am far more familiar with the former than the latter. Some have said that this may be related to the difference between American English and British English, though I’m not entirely sure that’s the case.
When you are surprised by some news (e.g., your wife tells you she’s pregnant), you could be at a loss for words. It would be equally appropriate to say that the news left you speechless or that you were dumbstruck. You might also say, “Words fail me.” More common in the UK than here in North America are the phrases “bereft of speech” and “bereft of words,” which also mean the same thing.
And then, of course, there is the grammatically incorrect Internet way of expressing the same astonishment and inability to find your words: I am out of word. Out of word, indeed.