No, mister protagonist. I expect you to _die_.
Call of Cthulhu: short version - too much DnD.
While I really like the DnD, when transitioning a groups of players into grim systems like Cthulhu - make sure they understand that this influences greatly Rules of Engagement. And while some firepower might prove useful, it is purely in no-way-to-run scenarios. You do not challenge one, surely not two, and definitely not a mob of goddamn (literally) rotting corpses.
The GM described a situation, and everyone was ready to run/hide. When one of our companions decided to shoot at an Abomination, I already knew that this session will end in a couple of minutes. In a way, it ended even before his dice hit the table.
For other Cthulhu sessions it was easier - the story would become clearer, last pieces would fall in place, the tension would be at it's peak. Lifetime in asylum is the closest thing players in Cthulhu get to "and they lived happily ever after".
In DnD, I thought "yup... that's a TPK for ya!" numerous times, especially with one DM, Czarny. Our cleric and sorcerer would fall. We would be hit with a fireball that was meant to be countered, but I didn't think of it in time. We would engage Red Dragon only to discover that we cannot overcome his spell resistance, burning out of disintegrations and Words of Power. And we would win. Somehow, with a strain of luck, and no (perceivable by us, at least) Deus Ex Machinas (and DM rolling out in open), sometimes new ideas - we prevailed. The cost was sometimes heavy - attributes decaying, our paladin fallen - but after a session of Doom, this seemed like a reasonable price.
To this day, I do not know how, and even if our DM was helping us to avert this. It walked like a TPK, it quacked like a TPK, it was holding a sign saying TPK. And it was always a goose.
In MERP(so, basically Rolemaster), it all came down to knowing our beloved DM. He would laugh and giggle in a very specific way after we decided to go with some idea. We would still go with it, most of the time, as we always tried our best to avert the "Wait! I think I failed a spot check!" trope, and we would hope we were just paranoid. But we knew.
Another way to know that we're heading for a TPK was more of a cold calculation and experience. We would gain 6th level. Ah, the dreaded 6th level. It was more to do with probability than Dm's ill-will. If you gain 6th level is this system, it means that for weeks it took to accomplish this, you did not get a critical followed by by high crit roll, or maybe did, but was saved by -20 crit penalty attached to weaker spells and weapons. And among other things, now you'd would face magic more often, as well as monsters without criticals limit. Let me tell you something about magic in MERP - you would not like it. Criticals from 90+ killed you immediately, those between 50 to 89 merely enlenghtened your torment. Did I mention that criticals went up to 120? They did.
Of course by this time, our dwarves were bold and beardless from previous encounters, our elves were crippled and wizards had been at level 2. Again. (Wizards, powerful as they are when on high levels, have both usefulness and life expectancy of a fly when it comes to low levels. Like, lower than 7th), so we welcomed the possibility to make new characters with some level of relief.
That meant a reset for our party interaction as well though, which was even better. For our MERP parties, the villains were distractions that actually helped to keep us alive, as each of us would have his Big Bad at an arm length at all times.
I have sometimes considered a version of that which can be slipped over the top of a GM screen as an alternative to the Charon figure.
