Dear sad about celebs,
You're correct in recognizing that a number of stars have passed away in the last month or so, most notably Michael Jackson. Although we may not have personal relationships with celebrities, it’s very normal to be touched by their deaths. It's entirely possible to develop a connection with an artist because of their work which can make their passing difficult to digest. If an entertainner had a great influence on your life, their death may take a larger emotional toll on you.
Howver, we must accept that this type of loss is beyond our control, and when it happens, we need to deal with our grief. We all deal with grief differently but it's important that we actually deal with our feelings, because unresolved emotions can grow in a negative way. When Michael Jackson passed away a number of memorial sites were created all around the globe. Honouring a life and legacy is a wonderful way to deal with your depression.
Unfortunately, some fans weren't able to deal with their grief and took their own lives; possibly due to unresolved mental issues, deep sadness and an urge to be closer to the star. Their life had revolved so much around the 'King of Pop' that they couldn't imagine their life going on without him. That is extremely troubling. It's quite reasonable to be affected by an artist's work, but to become so obsessed that you can't imagine a world without them is unhealthy to say the least.
Give yourself some time to be affected by someone's death but don't allow it to have a lasting impact upon your daily life. Try your best to focus on the great things you have going on in your life and keep moving forward. In the end, the only thing we can do is carry on with our lives. In the event that you are overcome by the sadness of losing someone, even someone outside of your own social circle, you should try and speak with a trusted friend or family member or seek grief counseling.