Some people say that is only an illusion that you weren't always alone in this world.

i would suggest getting on steemit every day and write about what you are feeling. Just make up some title, and put a number after it. Like "My dad's dead :*( #01" Blogging about your emotional hurt is a good way to process it.

Now, the truth is, all of your loved ones always have a piece of themselves with you throughout all of your life. Being the huge, multi-dimensional energy beings we are, you would never leave someone you loved alone. They are all there, around you, all the time. Just no physical hugs. sigh.