Then, on an early November morning three years ago, the police told her they had found his body in the woods behind his father's house.
William Wayne Cox, 16 years old at the time, had shot himself in the head.
He had left two notes, neither explaining why he had killed himself, only expressing his love for his family and friends.
One of the first things Gay did to cope was turn to the Triangle SOS, or Survivors of Suicide. The organization holds meetings on Thursdays for people who are dealing with a loved one's death.
Survivors of a suicide can attend the group's annual statewide conference today in the School of Social Work at UNC-Chapel Hill.
The conference, which is always held the Saturday before Thanksgiving, will include speakers, panel discussions and breakout sessions for survivors to discuss their individual situations.
30,000 a year
Each year, more than 30,000 people in the United States kill themselves. In North Carolina, an average of 960 people die by suicide each year, according to the Suicide Prevention Resource Center.
Larry Bernstein joined SOS after his son Michael shot himself in 1992. He says getting together with others who have lost children and loved ones helps reduce the stigma surrounding suicide.
"There's a special bond that survivors share," Gay said.
"Living with the grief after a suicide is a very unique experience," she said. "Grief is hard to deal with itself, but adding suicide to it adds a lot of anguish and a lot of unanswered questions."
'I love you so much'
One of Gay's questions was, "Why?"
To his mom and dad, William had simply written, "You're the best parents I could ever have. I love you so much."
He had high hopes for his sister, who was a baby at the time. His message to her was, "Grow up right, and someday you'll be somebody. You have a lot of potential. Your brother loves you."
Gay said she saw the signs only after the fact that her son's falling grades and his aggression were more than just teenage angst.
Because she was not prepared to deal with the suicide, she said she had a range of reactions -- insomnia, a lack of focus and a lack of organization. She said she also experienced heartbreak and anger.
So, she decided to start educating herself about suicide and teenage depression. And now, she is educating others.
Gay will be volunteering at the conference to share her story with other survivors of suicide.
