Her death was by far the most unexpected event in this film for me. A lot of other stuff was stuff I knew could happen, or hoped would happen, but her sacrifice was so gut-wrenching. After all the growing she's done as a character and a hero, this was such a tragic, yet understandable moment for her.
The way they filmed it too, as a parallel to Gamora's death was haunting. I also thought it was well-done, because in IW, of course we didn't want Gamora to be sacrificed because we knew Thanos would get the stone if she was, and that's obviously a bad thing. With this, we didn't want her to die, but at the same time, we knew that good would only come out of it, if Clint gets the stone.
And the music playing when the O6 are mourning her on the dock is the same score that played after Coulson's death.