I heard it on the radio, I was aged 9 so the enormity of it didn't resonate that much when the announcement was made. My mother wasn't in the room and as she came in I casually blurted out "The President's been shot dead," she was so upset, she sat down and cried, he was such a big deal to my parents not only politically, but also because we were a catholic household. Years later when my son was a similar age to me at that time, he came into my bedroom early one Sunday morning and said "Princess Diana has been killed", I think my reaction was "no she hasn't" but nevertheless I got the urge to immediately switch on the tv, and there it was all over the news.
I recently watched the programme about the Kennedys, JFK was so cool and handsome, but oh dear so much tragedy in one family, couldn't help thinking of the Shakespearean "plague on all your houses" quote.