"Numb" by Linkin Park has been my absolute favorite song since I was fourteen. As weird as it may sound, that specific song got me through a lot of really awful times in my life, and LP was my very first exposure to music that wasn't the old-school country my mother listened to. They were the band that got me into the harder music I listen to today. Linkin Park was the first concert I went to without having a parent there. I listened to that song so much, I could focus in on one part while the song was playing, (a specific note, the piano parts, etc.), mentally isolate that part in my head, and choose to only hear that particular part during the song.
I loved the music video so much that I burned it to a CD, which I took with me whenever I had to spend multiple days away from home. (This was before iPods were really a thing.) My mother got so sick of my listening to that song that she actually tried to ground me from it, which didn't work. When my mother and ex-step-father were breaking up the second time, and he would leave me alone at night to go be with the woman he was cheating on my mother with, I would blast the song as loudly as I could, keeping it on repeat, so he would be forced to hear something he didn't like when he finally got back home.
I had a tendency to listen to the song on repeat when I was sick, and numbed out on NyQuil. The song had a way of helping me calm strong emotions and relax. All this to say, the song really did (and still does) mean everything to me. But it became a thing for me because of some bad times in my life, which was put into motion by the suicide of someone I knew. I've never handled death well - especially suicide - and because of that, it just feels like the song (and the band in general) has been taken from me, and it is impossible to put into words just how much I hate that.
I totally get what you mean 
