1. First of all, don't listen to anyone who says, "It's just a show/movie/book." This person is clearly a shallow brute and you are a sensitive, emotional person with magical depths of imagination and empathy.
  2. Use this as a time to check in with your real life and your real grief. We've all lost people and seeing a character die onscreen can trigger a lot of emotions. Yeah the character's not a real person, but your feelings are real so acknowledge them.
  3. If you're a writer or actor, is there a creative reason why this character resonated with you?
  4. Watch one of those character montage videos on YouTube. You are not alone! In fact, someone cares WAY MORE than you and used his or her free time to assemble these clips and download the appropriate depressing song.
  5. Talk to a friend who is also a fan. They'll get what you're going through and also know you well enough to say, "Um is this actually about your breakup with Tom/Sue/Jinaki/whatever."
  6. Never approach the actor in real life and say, "Thank God you're okay."