Haven’t had a character die in a long time, as I am mostly a DM by this point. But my most memorable one was back when I was playing 3.5, we had a TPK, that was entirely the fault of 1 player.
He had died last session (self-inflicted) and was bringing in a new character. We were in deep caves, fighting goblins and their kind, and he decides that his new character was to be a drow. This would be the perfect place for him to show up, because Drow love caves, right?
Unfortunately his first action in combat is to try to get himself advantage by casting darkness on the bonfire in the middle of the room we were in. What he didn’t consider was
a) All other light sources had been snuffed out by a goblin ambush that we were currently fighting
b) he was the only PC with darkvision.
c) Darkvision doesn’t see through magical darkness.

Needless to say, we were slaughtered pretty quickly and he shrunk off in shame.

You know, in ~14 years of playing, I don’t recall ever having one of my characters die-die. (My current Pathfinder fighter gets knocked out and almost dies virtually every session, but we have a healing cleric and a sorcerer with a couple healing spells to keep my dumb ass alive and so far, so good. ❤️‍🩹)

My poor spouse, on the other hand, lost his very first character at a pretty low level. 4e cleric got critically glue potted by a kobold and then toasted by a dragon. (He later looked more closely at the rules and realized the DM may have made an error in determining ongoing damage from the dragon’s breath weapon, but ah well—such is ttrpg life. (And death.) Made for a memorable conclusion to his first character’s brief adventuring career.)

I had an Undead bloodline sorcerer of mine die, my only character to ever do so. She died at a rather narratively unsatisfying moment (random encounter while traveling) to a critical hit, and even though I was disappointed I was content to be like “shit happens, she dead”. My DM though, he came to me with an idea hooked up to my backstory and the origin of my powers to bring her back. I played a secondary character for the next few sessions before my sorceress tracked the party down, angry that “those cheap bastards didn’t even try to give me a proper burial”.

I had kind of accepted her death, but hadn’t been playing my backup character enough to get invested in them, so I was happy to welcome her back. And the DM did a really good job of balancing her pseudo-immunity to death with narrative consequences so I wouldn’t be tempted to face-tank into fights. The developments to her personal quest were building to a really creepy peak, with things getting worse each time I dropped past a certain HP threshold in a fight, before the group had to disband because of scheduling conflicts (the pains of international DND groups). I’ve always wondered what entity had brought her back twice (once in her backstory to give her her powers, and then the time a bandit exploded me with a crossbow bolt), the growing dread every time I dropped to single digit HP and the DM was like “roll a charisma save”, scribbling down some notes for each one I failed…

God I hope we can continue that campaign at some point. It completely turned me about on my view of death in DND. I used to be very much “the rules are necessary and death must mean something” camp, but that campaign switched me completely to “dying should only be as permanent as is narratively satisfying”.

My first character death was in a kind of gritty setting. My character was a wild magic sorcerer, we got into our first combat and the spider-like enemy lept at me. This was only my second character and my first was an artificer armorer tank so I didn’t even think of being able to disengage. I tried to kill the spider, natural 1 miss. It then attacked me on it’s next turn and got a natural 20. Did enough damage to fully kill my sorcerer in 1 hit.