Recently, I attended the funeral of a great leader, whose death saddened me greatly, but it was inevitable. No, I'm not talking about that funeral in St Paul's Cathedral. I'm talking about killing off a character in Exiles of Ondd II. I've known for ages that it was approaching, that I'd have to slaughter one of my own babies, but that didn't make it any easier.
When J. K. Rowling wrote Harry Potter and the Prisoner of Azkaban I remember reading that she had a similar experience. Characters might be figments of their author's imagination, but having lived with them in your head for months or years, when you say 'good-bye' to them you need to pause before you get on with the next chapter–as I am now. My characters won't have long to mourn either.