My first real D&D character was a dwarf named Gerard, who died when the carrion crawler that lived under the fallen doors out front of Miramere (Bargle's castle/ruin) paralyzed and then ate him. It was Basic D&D at its finest.
My first experience of death in D&D was, however, the multiple means of Alaric the fighter dying in Dungeon of Dread, the Endless Quest book. That book was my introduction to D&D.
Cheers,
Cam