The murder of John Lennon was the first. I was in college and had just heard the news when our dorm had a fire drill. It was all anyone talked about as we stood on the street on a freezing Boston night. There was a public vigil a few days later that I attended and was amazed at how quiet Copley Square was at that moment.
The second was Michael Jackson.......he was a huge part of my childhood and that one really hurt.