The personified Death is haunted by humans because humans give him something to think about while he carries out the job of gathering souls when people die. In the first section, "Death and Chocolate," Death says, "As I've been alluding to, my one saving grace is distraction. It keeps me sane." Death focuses on the colors of the sky and the colors of the souls he picks up. But Death also knows incredible amounts of detail about all the people he encounters. We (readers) get a lot of information about Hans, Rosa, Liesel, and all the characters from Death. He is not only fascinated with colors; he is also fascinated with people's lives. In describing what he looks like, Death says:
You want to know what I look like?
I'll help you out. Find yourself
a mirror while I continue.
This gives the impression that Death assumes the likeness of he/she whom Death is coming for, or thinking about. This is from "Death's Diary: 1942. He is haunted and/or obsessed to the point that he assumes human likenesses. " In this section, Death tells us about himself:
So many humans.
So many colors.
They keep triggering inside me. They harass my memory.
Death is, quite simply, fascinated by humans. When he says he is haunted by them, he means that he can't get them out of his mind. He, personified Death, and death itself are inextricably linked to humans. But this personified Death being so interested in human lives, suggests that death itself is not some cold, dark angel. Rather, death (or Death) is understood in this novel as a thing or persona with a kinship to humans; thus, death has a kinship with life.
Shortly before Death's final line (that he is haunted by humans), he reiterates his fascination with human beings:
I wanted to explain that I am constantly overestimating and underestimating the human race--that rarely do I ever simply estimate it. I wanted to ask her how the same thing could be so ugly and so glorious, and its words and stories so damning and brilliant.
Death is fascinated that humans are capable of such wonderful things while also being capable of such terrible atrocities (such as the death and destruction in World War II).