My first game of d&d was OD&D..Keep on the Borderlands. I rolled up my character...a magic user...I found my way to the kobald lair. I cast my one magic missile spell for 1d4+1 damage. Then I died. Kept on playing...
Our first game was Keep on the Borderland in the boxed set. I DM'd and TPK the party before they got 30 feet into one of the caves.
We scratched our heads and decided to try again another day. Somehow that led to 35 years of table top gaming (mostly D&D 1e & 3.5e) and some life long friends. YMMV, but I recommended giving it another go and consider some of the advice presented here.
I'm looking forward to playing 5e with my friends, and if there is a TPK, we'll have another good story to tell.