My first character death happened very recently, my 1st level ranger was part of a party of four playing through Ghosts of Saltmarsh. She opened up the room containing the skeletal alchemist and his skeleton minions despite the smugglers telling us not to do that. The resulting fight was more than we could handle. One successful attack from the alchemist at 0 hit points and one failed death save sealed my fate. The other three retreated, but returned after a short rest to retrieve my body. They were able to defeat the alchemist, but not before he slew our sorcerer. Only 2 of our 4 characters made it out of that house alive.
I had a blast, honestly. Our DM was playing tough but fair, and the fight was dramatic and compelling.