I followed it live on CNN.com a short while and then saw two episodes of Friends (The one with the proposal part 1 and 2). After that I tuned it at CNN.com again and short after CNN had confirmed the death. Followed it for a while, just wanting to follow what is arguably the "biggest" death in my lifetime.
I think I've never watched as many news transmissions as I've done today, saw two on DR Update and TV2 news twice aswell. I even bought a news paper (Ekstra Bladet). Also downloaded the Thriller album today, and saw a guy who had bought some best of album of him at the pizza place.
As I said I've never really been a big fan of him, but I've still heard his songs a lot ofcourse. I remember following the decision of his trial in 2005 talking about it on IRC being very happy that he was found not guilty. One day at the danish emergency management agency driving to or from a running session, we heard Billie Jean in the radio and talked about him. After that I heard that song a lot for some time. During the first week at uni we had some singing competition thing where I had to sing Billie Jean, not an easy song to sing :-).
He made some amazing songs and has surely inspired many of those pop artists I listen to today. He was a big icon and it still hard to believe he is really dead.