John F. Kennedy Jr.
It is a curious thing, the death of a loved one. We all know that our time in this world is limited, and that eventually all of us will end up underneath some sheet, never to wake up. And yet it is always a surprise when it happens to someone we know. It is like walking up the stairs to your bedroom in the dark, and thinking there is one more stair than there is. Your foot falls down, through the air, and there is a sickly moment of dark surprise as you try and readjust the way you thought of things.
Dawn to Dusk 
True. Even when expected it is a shock!
When we understand that the soul body lives on and returns home to the spirit world, then physical death is easier to accept.