My grandfather committed suicide just a couple days after my 12th birthday and one day after his. We were very close as I spent most of my life growing up behind my grandparent's house and he and my grandma drove us to/from school and watched us when my parents worked. They were awesome people, but he just had so many demons leftover from WWII.
The week before his suicide, my mom actually had him go the VA where they kept him for a few days (he'd been battling depression/suicidal thoughts for several years at this point). Anyway, for his birthday, we took him a cake and tried to celebrate and pretend like everything was normal. Sometimes, he was fine and sometimes he was depressed (and suffered from paranoia about government surveillance - think Mel Gibson's character in Conspiracy Theory). My grandpa was the strongest man I knew and part of me just kept (hopefully) thinking everything was going to be fine somehow. I told him I loved him and made sure to give him an extra tight hug so he could feel how much, and with my kid thinking was hoping he'd get better from that.
The next day, he killed himself, and the time that followed was the worst days of my life.
For years, I always thought I should've done something more or showed him better how much I loved him, like I could've stopped it somehow. I never told anyone else how I felt, but a year after his death, I started suffering from panic attacks that occurred almost every day. I had no idea what they were, but I would get them out of no where and was afraid I was dying. I kept them to myself, thinking maybe I was crazy and I didn't want my mom to have any more burden than she did (she was really bad for couple years after my grandfather's death).
When I was 18 years old, I read an article in the newspaper talking about the hidden demon of panic and anxiety attacks. I realized that's what I'd been having and that other people had them too! It made it somewhat better. I would get them off an on still for a few years after, especially during really stressful times of my life, until I was about 27 years old and finally sought therapy. It totally helped and I haven't had a panic attack in years (though I still do get bouts of anxiety when I'm really stressed).
I still have issues with dealing with sadness/serious things, because there's a big part of me worried something will trigger me into the same type of depression my grandfather had.