Here's a selection:
"I had never given much thought to how I would die." (Twilight by Stephenie Meyer)
"The children were playing while Holsten climbed to his death." (Wool by Hugh Howey)
"Elspeth died while Robert was standing in front of a vending machine watching tea shoot into a small plastic cup." (Her Fearful Symmetry by Audrey Niffenegger - the backliner shows that Elspeth is a major character)
"This is the story of how I died." (Disney's Tangled and Rose's opening line in a climactic episode of Doctor Who)
So I'm delighted to say that even before I discovered this fact I had written the opening line of Emon and the Emperor: "I had drowned before."
What other dramatic opening lines can you recall? Have you read any other books which kill off the main character on the first page?