The five steps.
EVE has a steep learning curve and death is one of the first things you learn, because it is a theme that will come back to you often or on occasion.
With your first "real" death, the one where you poured your hard earned money into your first battlecruiser, or something like that you will go through the five steps like everyone else.
Don't worry about it. You are normal. Getting attached to pixels is silly. You only lost time, really.
Items going into items.Your attributes goes into you. This defines how fast your learn stuff. Each clone is imprinted with this info. Your implants (eventually) will also go into your clone. Of course your learned skills are also part of the makeup of "your digital self".
Your clone goes into your Pod.
Your pod goes into your ship to make it fly (and your clone is in your pod) because it works like an interface.
Your modules goes into your ship to make it specialized or better (or sometimes worse and bait-able).
Some of your modules (works like a dice roll), will go into your wreck.
Your wreck can be salvaged for components (to build stuff).
Your Pod will bob about in space until you warp away (< important since you can still warp away to escape final death of you and your implants).
If your pod also dies, your implants will exit your clone and your death will be padded on someones kill table. These Pod kills are the "best" kills, since they are final - and hard to get.
Once your Pod dies, Your clone will exit the pod and become bio material on the field of battle. Someone can claim your corpse floating in space.
Finally your attributes will be the last thing you have along with two sets of skills - the trained skills on your character and your experience gained from the loss.
These will transferred onto a new clone and you will be kicked back to your "home station".