I nearly had one while running the Thundertree chapter of the Lost Mine of Phandelver.
I had one in the first chapter. Though I did only have two PCs, so it wasn't a huge shock.
I wonder for DMs: what happens when your whole party gets wiped out??
Time for a new campaign. So, new characters, possibly a new world, almost certainly a new storyline.
(In the specific case of Phandelver, we made an exception, though - new characters, yes, but we jumped them in to part two of the adventure and took it from there.)
Are players going to rebel against me and never come back to my table?
I've never seen that happen. And, provided it doesn't happen too often, I can't imagine it would. (Conversely, if you're suffering TPKs every couple of sessions, you're probably setting the difficulty level too high. Best to dial it back a bit, IMO, as players can get frustrated if they're constantly 'losing'.)
But I'd actually consider a DM's first TPK to be
a good thing. You should absolutely let it stand, and definitely not fudge things to somehow let the PCs 'win'. Because allowing a PC to die, and even allowing a TPK to happen, lets the players know that they can 'lose' and that they can lose PCs. And the converse is also true: it lets them know that when they win it's because
they won, and not because the DM 'cheated' to let them win.