I remember the first time I played SW that wasn't with a pregen. I built a modern paladin. Named him Michael Carpenter, having recently read the Dresden Files book with his first appearance. DM did some playtesting before the sessions and was like "You built a really good, tough character! I'm not going to let you have spells right off the bat to start, but you'll get to them." And there was a place in the storyline where we would solve the issue of why he didn't have his spells.
But Michael never got there! LOL
First combat, he is a US Marshal, so he lawfully identifies himself when we confront some mobsters working someone over in a parking garage. Michael gets shot in the head first round and goes down. Not dead, though. Just out of combat.
Recovers. Track down some things. Does pretty well in a few encounters. Then we meet a werewolf. Nothing we have can hurt this thing. Like, literally. I think maybe we put one wound on him from some really weird, out of the box thinking that was incredibly lucky, involved a bit of DM mercy, and would probably never work again. We decide we have to get out of there. So we do.
Except the stupid 13 yo kid who decides to play to his character alignment of "courageous stupid".
Well, I'm a paladin. I can't leave the kid behind. So I go back while everyone else is "Screw that!" and runs back to the car. Kid goes down. I grab the kid. Kid dies. I die. No more Michael Carpenter, before he even got to be a proper modern paladin
So I made Harry Dresden.