Quoting from Wikipedia page of the film,
Gaurav Chandna (Shah Rukh Khan) is a Delhi-based die-hard and obsessive fan of Bollywood superstar Aryan Khanna (also Shah Rukh Khan); Aryan is Gaurav's whole life. Gaurav's face bears an uncanny similarity to Aryan's, which helps him win the local talent show competition.
But as the film progresses, things change and many things happen. In the end, Gaurav jumps off from the top of the building and commits suicide because he was not apologised. He doesn't listen to the words of Aryan Khanna to think about his parents and rest of the life. He replies:
Tu nahi samjhega.
Translation: You will never understand.
How is this suicide of Gaurav Chandna justified?
As a side note, there are many people who believe that Gaurav is not dead but injured due to fall from height because he is shown in the end of the movie.