When Bowie died, I was 'wtf'. I didn't listen to his stuff everyday, and I felt I had heavily underappreciated him.
I'd be gutted if someone like Madonna died, also to an extent Annie Lennox.
In the most recent past? Phife Dawg stung pretty hard, as A Tribe Called Quest was one of my all time favorite groups; Award Tour got me through a particularly rough incident in my sophomore year of high school in '94. Bowie and Prince got me down for quite a spell too, even though I'd only come to appreciate their music in my early twenties. Rickman was a shocker, partly because he'd hid his illness so well; IMO, he was handily the best thing about Harry Potter. Leonard Nimoy's death stung too. "One damn minute, Admiral." One of my favorite lines in all of TOS movies.
Going forward, Morgan Freeman, Ian McKellen and Patrick Stewart are all gonna suck. In addition to all three being some of my all time favorite actors, TNG was a vital part of my life growing up in the violence-riddled 'hood, while I can't imagine Gandalf (one of my favorite fiction characters) being portrayed better than McKellen's performance.