I'm a Brit, born in 1952.
Kennedy: I was 11, and heard it at home on the TV news. I didn't appreciate the detail, only that it was heavy and important (hard on the heels of the Cuban missle crisis the year before)
Presley: I had just turned 25, saw it headlined on the London evening newspapers. Presley never meant that much to me, so little emotional impact.
Lennon: I was 28, was woken up by it on the 7.30am radio news. As a MAJOR Beatles fan in my teens, I was devastated. My young self died that day. I got to visit The Dakota last year.
Princess Di: I had just turned 45 and heard it on morning TV news in a London hotel: I had taken my 12 year old son for a weekend treat to London to make up for the fact that we were always running around after my daughter. Our bus took us past Kensington Palace and you couldn't move for crowds and TV vans. A weird, weird day.
9/11: I was 49. Someone rang me at work (living and working on the Isle of Wight by this point). I spent all day trying to find out what I could, emailing American internet friends etc.. A dreadful, dreadful day, and possibly the single most important event of my lifetime. I visited Ground Zero last year, too, and met many of the friends I had made.