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the game?

There's a game named that?

Yup: http://store.steampowered.com/app/57300/
(Side note: in searching for that link, I found out there is actually another franchise called Amnesia: http://store.steampowered.com/app/359390/)

I wonder what it feels like to have amnesia...

Well I'd imagine it feels like you're forgetting something, except it's very obvious that the thing you're forgetting is majorly important and not remembering it disrupts your day-to-day life and thought processes.

That sums it up about right.
Just about my entire life is disrupted.

It's very awful waking up in a hospital with just about zero memories… and just as awful not remembering anyone - relatives or friends.