Death happend to me once thus far - someplace in Act 2. There's a specific point in Act 2, where difficulty drastically ramps up. T'was a horde of 'going stealth' enemies, whom popped my Demon Hunter's death cherry. Their invisibility and sheer number got the better of me. I didn't see it coming. Up to that point, I was pretty much untouchable. Since, the game has become much more involved. Lots of deadly AoE (don't stand in the fire) and various other devious enemy tactics threaten my hero's life.
What type of enemy got your hero killed for the first time, what 'special ability' got the better of you? (please keep it as spoiler free as you can)
Offtopic: Tell you what, a Diablo variant on consoles with dualstick topdown shooter-like controls, with an emphasis on reactive movement, bringing some sort of a bullet hell type of appeal to the lootfest formula - it'd be a dream come true. Really enjoy 'avoiding death' with evasive manouvers and defensive skills in Diablo 3 with my Demon Hunter. Good stuff.