When my sister died, I lay down on the floor of my office and howled. My father’s phone call telling me the news remains the most shocking moment of my life. Colleagues brought me tissues and queued up to tell me they were sorry. I took the tissues, but I couldn’t really talk. Later, I met a friend for a drink. We had a bottle of wine and a bowl of chips.

Nobody tells you what to do when your sibling dies. I was 36. My sister was 41. My sister just collapsed and died. It felt surreal. It still feels surreal. It’s 17 years since she died. Two years later, my father died. My mother died just before Christmas last year. I have a well-practised strategy for grief. Just shove it right out of your head. It was working pretty well until, two weeks ago, I picked up a memoir called Small Pieces by the poet and author Joanne Limburg. By the end of it, I was in pieces, a howling wreck on a sofa, feeling that something had been unleashed that I could not put back.

Facebook Twitter Pinterest Joanne Limburg. Photograph: Linda Nylind/The Guardian

Limburg was 38 when her uncle phoned to tell her that her brother, Julian, who was two years younger, had killed himself. “He said: ‘I think you’d better sit down,’” she tells me at her house in Cambridge. “‘I’ve got some terrible news.’” She puts down her mug and sighs. “I’m feeling physically sick, saying it again. When I put the phone down, and phoned my husband, Chris, I was just walking up and down, saying ‘this is ridiculous, this is ridiculous’. It undermined reality, somehow. It makes no sense and never will.”

“There’s before and there’s after,” writes Limburg in the book, “before and after my brother’s suicide”, the “point of fracture in my world”. What he did “sent out cracks in all directions – all the way through the family story, past and future”. Before her brother’s suicide, there was her father’s death. After, there was her mother’s death. If that sounds grim, it can’t be helped. Small Pieces is beautiful, incredibly moving and, at times, extremely funny. When I finished it, I knew I had to meet its author. I don’t know all that many people who have lost three members of their immediate family. It can feel like a slightly embarrassing pile-up of grief.

There are many moments of embarrassment in Limburg’s book. There’s the moment when, having flown across the Atlantic to console Julian’s widow and daughter, they are politely asked to leave. There’s the small talk with the neighbours and friends who are asked to look after them, “a marathon coffee morning with just the occasional break here and there for a bout of hysterical grief”. There’s the colleague of Julian’s who uses the wake as an opportunity to boast about his own writing. Limburg grimaces when I bring this up. “Someone,” she says, “once tried to do business with my cousin at her mother’s funeral. Nobody,” she adds, “knows what to do.”

And that’s without all the practical stuff: the food, the flowers, the ashes. When I went to pick up the sandwiches for my sister’s wake, M&S had lost the order. I had to beg them to find some because I couldn’t tell my mother. “Those things are such a shock, aren’t they?” says Limburg. “I talk in the book after my mum’s death about the difficulty I had getting her body released so we could have it buried before Jewish new year.”

Limburg’s Judaism is central to the book, the faith of her forebears and her family. The book has the subtitle A Book of Lamentations, and is punctuated with questions about Jewish theology in a sometimes ironic juxtaposition of the horrors of life and the supposed goodness of God.

Limburg stopped going to synagogue after a traumatic miscarriage, but her Judaism, she says, just won’t go away. “It became clear to me as I was writing, how tangled up my mother and my brother and my community and my childhood are with Judaism. I thought, well, I could try to extricate it, or I could acknowledge that it runs all the way through. Intellectually, I don’t believe in God, but I feel that God is still there for me, as a kind of metaphor.”

Another parallel, I tell her. I was brought up as a practising Anglican, but ditched church for Camus and Sartre when I was 13. At 14, I went to a youth club, to meet boys. Unfortunately, it was attached to a Baptist church and I became an evangelical Christian. I lost my faith, dramatically, when I was 26, but I’m still moved by the poetry of the Bible and the beauty of church music and hymns. “Religion,” says Limburg, “gives me this lovely stock of images and metaphors. You can use them to express feelings. The fact that they’re common cultural property means that you’re not alone. That,” she adds, “is a huge consolation.”

But the main consolation, it’s clear, is writing. Limburg has published four poetry collections, a historical novel and a memoir about her obsessive-compulsive disorder, The Woman Who Thought Too Much. At the start of Small Pieces, she quotes some scribbled notes, taken on the plane to her brother’s wake, which are, she says, “a clear indication” that she would break the vow she had made not to make “creative capital” out of her brother’s death. It’s a vow she just couldn’t keep. Writing, she says in a letter to the rabbi she met just after Julian’s death, “is how I process my grief”. It started, she explains, with poems she could not stop, and then with a PhD. “I was looking,” she says, “at grief and complicated grief, and sibling relationship, and trauma.” It was only after her mother died that she felt set free to write it. Because it’s still only months since my mother died, her descriptions of her mother’s last days in hospital nearly finished me off.

Christina Patterson, right, with her sister, Caroline, and brother, Tom.

“There are just a few memoirs by bereaved siblings,” Limburg says, “and even fewer by siblings bereaved by suicide. Quite often the other person was the difficult one.” That was certainly true in my family. Although my sister did not kill herself, she did have schizophrenia and a troubled life. “But,” says Limburg, “I was the fuck-up. Ultimately, I got a diagnosis of Asperger’s and I was aware that my brother had grown up with this sibling that wasn’t quite right. I had guilt because I felt my brother was a more useful person than me, and as if our family was a balloon debate, and I was the one who should have jumped.”

I gasp. I want to cry. But Limburg gives a wry smile. She is, she says, learning to live with her guilt. And humour, it’s clear from the book, is one of the things that has got her through. “There’s a phrase,” she says, “‘the situation is hopeless, but not serious’. That’s how I see life, and all these things that are just dreadful. If you don’t laugh at them, you would curl up in a heap and wail.”

Yes, you would, and sometimes you do. Mostly, I don’t. Since my mother died, I haven’t looked at photos or read any of her letters. The time will come to do these things, but I can’t do them now. I still find it a struggle with my sister and my father, and that was a long time ago. At least with a parent, the death is in the right order. “Yes,” says Limburg, “it’s in the correct order. But my brother and I will never be reconciled to it, because it absolutely shouldn’t have happened.”

I think that’s realistic. I think that’s right. People talk about “closure”, as if death is a court case that can be dismissed. So what is the best you can aim at? Limburg takes a sip of her coffee and sighs. “Living with,” she says. “I see it as: you shoulder your burden and you carry on.”

In the UK, the Samaritans can be contacted on 116 123. In the US, the National Suicide Prevention Lifeline is 1-800-273-8255. In Australia, the crisis support service Lifeline is on 13 11 14. Other international suicide helplines can be found at befrienders.org.

• Small Pieces by Joanne Limburg (Atlantic, £14.99). To order a copy for £12.74, go to guardianbookshop.com or call 0330 333 6846. Free UK p&p over £10, online orders only. Phone orders min. p&p of £1.99.