To begin this article, The first character I ever made died in his first fight. He never stood a chance.
He was a halfling rogue. His name was Gordon Bimbapaf. I remember that I had big plans for him, being I spent hours creating his sheet before the big campaign day. My 12 year old heart skipped with glee-- I written my first backstory. It was simple (I was new at roleplaying), but a good story to my hormone-addled self. Who said stories have to convolute in order to enjoy them? But I digress. He was going to be this Robin Hood-esque fellow who stole from the rich to feed the community. He was going to be a folk hero! His little Bimbo Baggin self was going to be talked about for the ages to come! Women of all races will bow to their knees, begging to be with the big(small) hero!
This happy, lighthearted fellow I thought hard in my head however did not even get to introduce himself to the rest of the PCs. He died by a Bugbear in an disgraceful way with the combination of brute force and unlucky rolls. He was turned into Halfling worm food in only a manner of 4 turns. I ended up having to put the sheet I made in the folder I brought with me and write up a new character. It was a human fighter named Figaro. I had a fun time with him but I was also thinking about the what-ifs of my character Gordon if he survived. Figaro was thought up on the fly, not unlike Gordon which took me ages to do.
I know this sounds like a "no duh" thing but it bears repeating. Dear Reader, I do have something to say on the manner.
We can't predict when bad things happen. Sure, your character can try to avoid death...but most the time you'll have to prepare for the worst. Sometimes you have the time to do it, sometimes you don't, and people has precious times. And in certain situation you have to bite the pillow and hope for the best.