I have to tell you something
I notice, when people are going to break bad news to someone, they always say 'I have to tell you something' as a lead up, rather than just saying it.
This is useful as it prepares the person for something that could have a great effect on their life, or someone elses.
Also though, it indicates that that particular moment, could be the last moment in their life, where life is as they currently know it, and after they've said the something the have to say, it will never be quite the same again.