I don't remember learning about death - but my mom remembers, and has told me this story. We were in the Post Office, mailing Christmas presents to out-of-town relatives. I was maybe four? Five? My mom's father had died that year. Standing in the endless pre-Christmas Post Office line, I asked her, "Why aren't we sending Grandpa a present?" My mom attempted (probably again) to explain that death means you'll never see them again...and all of a sudden I comprehended loss and grief, and with a child's openness I started crying. Bawling, wailing loudly, right there in the post office, in the middle of a huge crowd.
Don't worry, the second story is less sad.
I don't remember this one either, but my grandmother (paternal one) told it to me. It was summertime. She was in town visiting my family, and was heading back to the airport to fly home. At the same time, my family was flying to Indiana to visit my maternal grandmother. I was perhaps a year older; I'm not sure. My maternal grandmother used to live in a little town called Santa Claus, Indiana. I don't know how the town got its name, but it had a sweet little "Christmas all year round" theme to it.
Well, the whole family was on a parking-lot bus, heading to the airport after having parked our car. A man on the bus was trying to make friendly conversation with me. "Where are you off to?", he asked me. "Santa Claus," I told him. He gave me a patronizing smile. Remember I was only around five years old. "It's the middle of summer, you're probably not really going to visit Santa Claus, are you?"
I fixed him an annoyed stare. I quite possibly did the little-girl-hands-on-the-hips thing. "We're going to Santa Claus," I chastened him firmly. As I understand the story, he didn't say anything more to any of us for the rest of the ride!