I walked in and didn't believe people when they said what happened. (I had a similar reaction when my spouse woke me up at the crack of dawn by announcing "They knocked down the Towers!") Then the sub rolls in a TV cart. Oh.
The other thing that struck me was that nobody editorialized what they were seeing. I knew that the twin smoke trails spiraling off to the sites were the SRBs, three seconds into the video. There was nothing else they could possibly be. But the announcer was very clear to say they might be the SRBs but we don't know anything yet. As an adult having sat through many lower-stakes RCA and production outage situations, I can respect their reserve. As a child it just made me even more upset.
A ne'er-do-well kid ran into my elementary school classroom and exclaimed, "The space shuttle exploded!" and the teacher turned on the TV.
For Columbia, I was driving to get bagels for breakfast. I was on the I-80 to I-5 interchange in Sacramento, CA when I first heard on the radio there was something wrong.
It was the first space disaster play out in real time over the internet. NASA streamed mission control communication on their site. We got everything unfiltered. The nation just lost a pride and joy, and mission control was incredibly calm and professional throughout. I was constantly hitting refresh on Slashdot, and then someone posted, "NASA just updated the mission status page to 'Lost'." It was just so weird looking at those words on screen.