Everyone has a certain capacity for empathy. Some of us are more sensitive than others. I tend to get overwhelmed in malls and such around the holidays. Everyone is a whirlwind of crazy energy and it starts to take its toll.
For someone who is terribly receptive to this, you must learn to shield yourself and learn to take a stance of compassionate detachment.
Shielding is based in visualization in order to affect the energy around you. I tend to see a mirror around me reflecting everything away from me when it gets to be too much. Otherwise, I try to see leaves that absorb the energy and roots to sink it back into the earth. Either way, it's a means of keeping most of it off me.
Compassionate detachment means "being able to step back within myself and listen compassionately without personally engaging. Imagine watching a emotionally stirring movie without becoming one of the characters in the story. In that way you can view things through the eyes of love and appreciation as you witness people’s life journey."
[Compassionate detachment article]Being engaged and yet not absorbing all of someones pain is important. Learn from it. Help them to heal by sharing it.
In the end, it's all a little different for everyone. I hope this helps.