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Sympathy is feeling compassion for another because you care about their pain. I can empathize with someone who has lost a son because I have lost a son. I sympathize with someone who has lost their spouse because I realize it is painful for them, but I can't empathize with them because I have not yet lost my spouse.

Closer. I do believe one can empathize even without direct experience, but it does require putting onesself in that position, vicariously.

My guess is that's why the "Webster's Unabridged" being cited by Free Reign says "see sympathy" not just "sympathy"... the latter would indicate that they are synonyms. With "see" in there, it means that they are similar words, but you go to "sympathy" entry to see how they differ--that's how most Webster's work.

The Dictionary.com Unabridged (v 1.1)--based on what used to be called "Webster's" (the Random House Unabridged Dictionary, © Random House, Inc. 2006), does that. It says "see Sympathy"...and under Sympathy, it has the following (to which I added boldface/italics):

Synonyms 1. concord, understanding, rapport, affinity.Sympathy, compassion, pity, empathy all denote the tendency, practice, or capacity to share in the feelings of others, especially their distress, sorrow, or unfulfilled desires. Sympathy is the broadest of these terms, signifying a general kinship with another's feelings, no matter of what kind: in sympathy with her yearning for peace and freedom; to extend sympathy to the bereaved. Compassion implies a deep sympathy for the sorrows or troubles of another coupled to a powerful urge to alleviate the pain or distress or to remove its source: to show compassion for homeless refugees. Pity usually suggests a kindly, but sometimes condescending, sorrow aroused by the suffering or ill fortune of others, often leading to a show of mercy: tears of pity for war casualties; to have pity on a thief driven by hunger. Empathy most often refers to a vicarious participation in the emotions, ideas, or opinions of others, the ability to imagine oneself in the condition or predicament of another: empathy with those striving to improve their lives; to feel empathy with Hamlet as one watches the play.

Note that there's no "see" on the synonyms here. The "see" just said that there's an explanation at "Sympathy"...not that they are actually synonyms. In any case, I just comment because of my interest in language and lexography.