Witnessed a man jump to his death.?

I am 15 and in high school. My family and I were walking from the Garden in Boston to our car that we parked a block away in a parking garage. We were across the street and we see this guy climb onto the ledge; about six stories up. He was stumbling but I didn't think anything was going to happen. He threw something then just..jumped. It was all so quick, he hit the ground and made a sound that I can't even explain. No one could believe that it just happened and my family had to walk right by the get to our car. I just don't know what to think. It seems like it didn't really happen but it's been on my mind a lot(it happened on Saturday night at 945pm). I want to know what to do when I am not comfortable talking to someone about this. Is it normal that it seems unreal?