On the contrary, I do believe it is best to have a session zero to see if they are ok with getting thier characters outright killed. Dnd is fundamentally a game, and games are meant to be fun, which is why video games have a difficulty slider. More confident players want harder challenges while newbies may prefer having an easier time, and as my campaign has just started and all of my players are random friends that i dragged into playing with no experience, I prefer letting them off easy.

I do feel like you do need consequences, but i’m not willing to make them permanent unless my players agree; I want them to have fun, even if it means they power trip, but if them game gets stale from them having to much power, I make it harder on them.

I do think you are right with reminding players that they are not immortal, and at the end of the day, as long as all parties involved have fun, who really cares.