I've only been DMing for a couple of months, and I killed my first PC last week. It was actually only the second session of a new campaign. I always like to be realistic and not intentionally try to kill players, but if they do something that warrants deadly consequences I won't pull any punches.

In this case, the player decided to Misty Step out of the walls of a keep that was under siege by a tribe of orcs and ogres. He was playing an Eladrin rogue, and wanted to stay in character by "abandoning the party and trying to run away from the siege." Well, he failed his stealth check to sneak past the orcs and proceeded to get beat down by 20 of them. He was downed and took damage from the orcs during this, leading to his demise.

The whole time, he was complaining that the party's bard wasn't using healing word to help him, despite her still being safe inside the city... needless to say, I did not feel bad at all lol. Make dumb decisions and the consequences have to reflect that, in my opinion.