Death comes without warning. But you have already heard that. Until you actually have someone die in your life you'll have no idea what it's like, but I'll try to give you a clue. You’re walking down the street, taking in the birds singing and the children playing, when suddenly, you turn the corner and lying in front of you is the dead body of a loved one. That's how sudden it feels.
In moments of intense fear and stress, the brain pushes far fewer details of surroundings into the short term memory per second. This often leads to hindsight seeming far shorter, regardless of how much time actually passed. Ironically, the same phenomena occurs when a person experiences intense exuberance, hence the phrase, "Time flies when you're having fun."
I have no memory of losing anyone I know.