When our family moved from the US to Belgium back in the '60's I also had these sort of feelings about many places in our new city. I came from an almost a-historical locality, or one with at best a very limited past to draw back on, and came to a city that was literally doused with an almost continuous millennium old history that permeated buildings and statues, churches, fortifications and even simple houses where people lived. Older relations would tell stories of the Great War and younger relations of the Second War, of which there were many visible remnants still left in city-scapes.
For someone who knew of the great events of recent history only through TV and movies, it was at times an intoxicating experience to walk around these streets and places and to be aware of all that had happened in the past. My new schoolmates, if I ever mentioned any of this in the first place (which prudently I rarely did), thought it was all nothing but a bunch of baloney, never themselves giving such things much thought.
Now as time passes it is so gratifying to see that other people do feel the same way about the past, that it is still all around us and does indeed influence our lives in more ways than we prefer to admit.