In The Catcher in the Rye, the phrase "that killed me" is a particular favorite of Holden's. He uses it in a range of situations. For instance, the phrase first occurs in paragraph one of chapter 1, when he is describing the effect that the premise of his brother D. B.'s short story "The Secret Goldfish" had on him. In this context, "killed" seems to mean "surprised" or "amused." The next time he uses the phrase, he is referring to a wealthy donor, an alumnus of Pencey Prep, who told the students in a speech that he talks to Jesus when driving his car. This, time, Holden says that the idea "killed" him to signify derision.
Holden has a good vocabulary for a boy of his age, but he tends to fall back on certain characteristic words and phrases, particularly when ranting about things that have upset him. He is also prone to exaggerate and employ hyperbole to emphasize his emotions. The phrase "that killed me" expresses shock or surprise, the irony of a situation or statement, or exasperation at the stupidity or insensitivity of others. He often uses it to respond to a remark he finds pretentious, as when Sally's friend George says that the Lunts are "absolute angels."