Neither explicitly. I would seek more information. I would expect to be caught up in a The Leftovers type situation (2% of the world's population inexplicably vanishes in an instant). That is to say, I would not expect to be the only one affected.
Either way, I would also seek evidence this person ever existed. If I'm truly the only one who remembers them, maybe the problem is with me. Logically speaking, I mean. There is a school of thought called "Last Thursdayism" that says that everything before last Thursday (or some abstract point in the near past) was invented by our brains. The break between short-term and long-term memory. The film Dark City plays upon this concept. ("Does anyone know how to get to Shell Beach?")
Past a certain point, I'd be very careful who I speak to about something that seemingly I am the only person who believes differently from the rest of society.