A phone call. A knock at the door. Someone who was here this morning is gone by afternoon. Sudden death does not give you the terrible mercy of preparation, and the grief that follows carries an extra weight: shock, disbelief, a mind that keeps snapping back to "this can't be real," and the specific anguish of unfinished conversations and no goodbye. It is a distinct kind of loss, and it is harder.
Suicide loss is one specific form of it with its own needs; see grief after suicide loss. This page is about sudden and unexpected death more broadly.