Literary Grief and Loss

When your favorite character dies, it’s normal to go through a process of sadness and reconciliation. There are several ways that you can celebrate this character after their death and start feeling better.

• Express your grief.  People can go through a similar mourning process for fictional characters just as they do for real people (although hopefully less extreme.)  
• Allow yourself to feel angry with the character, the writer, or the producer.   Talking about your anger with other fans can help you to work out how unjust it was for this character to die.  In a book or TV show, characters' deaths often having meanings, even if they seem accidental or random.  Deliberate thought was put into that death.  Processing it from the author's point of view can help you to find meaning and to express your emotions in a healthy way.
• Write out what you feel.  It may seem silly to write a letter to a fictional character, but writing is quite therapeutic.  You might also consider posting to fan forums where you can work through your feelings with like-minded individuals.   Writing fan fiction can also help you to fill in gaps in the character's life that the author did not cover ... and you can even write an alternate ending to that character's story.  
• Give yourself time.  This is a process and it can take a while to feel stable and better.  Remember that there is no established timetable for getting over your grief, but it may help to begin the process of working through it before the next episode or the sequel comes out.
• Celebrate the character's life.  Reread or rewatch your favorite scenes.  Locate their best quotes.  It may help to know that while they are gone, you can always go back and spend more time with them.
• Remember their impact.  Think about the character and the impact they made not only on you, but on other characters.  The story will not be the same, but it may help to think about how different it might have been had the character not been in the story at all.

Source:  How to Get Over the Death of a Fictional Character

There are some characters whose loss we will feel for a long time.  This list is not meant to capture the only characters' deaths who will be hard to get over ... it's merely representative of the many that will linger with us for a long time.