When Prince died I took that as my cue to start listening to Prince. Same thing with David Bowie.
Michael Jackson's death was the one that actually hit me quite hard, which was really weird because up until he'd died he'd been this figure of pity but also ridicule, and of course there were the accusations against him. But when he died it just seemed to cap off the tragedy of his life and make his best music (made when he was younger and blacker) even more poignant – and simultaneously (so it seemed) free at last of its linkage to a living problematic person. And of course this was all bound up with my own childhood when he'd been the coolest person in the world, and his massive place in everybody's cultural memories.
For a few days at least, even in the Oxfordshire backwater I live in, people were blasting his music out of their car windows, you'd hear his music in shops and pubs, etc.