In our first session of a new campaign I had the players hunting down an Owlbear (they were all first-level, with 2 NPC rangers too) and as they reached the lair, I told them (via the NPCs) that the monster was dangerous, if not deadly, and some good tactics would win the day.
So, while most of the party got that (and some of the players knew just how tough the Owlbear was) and proceeded to come up with a plan, two of them decided it would be best if they at least first tried to calm the beast down... as they approached I made it clear that the beast was vicious and looked ready to kill, and hinted that it wouldn't work, they still approached it... and the beast attacked.
But rather than back off and shoot it with arrows and flaming oil, as the rest of the party started doing, they engaged it in melee.
Sadly the druid got hit by a full attack, literally ripped apart in front of his allies.
I don't think I've ever killed off a new character so quickly in a game.