I have this feeling almost constantly. From my experience, the best to do is to talk about the story you just finished with other people, preferably fans of the same thing. Also, you need to accept the fact that the same day you finish a great story, you won't be able to think about anything else - you can try to distract yourself from it, but only important real life matters will manage to achieve that. Savour that feeling, because it might seem like an obsession, but it's ultimately a positive one.