Well first there was Avatar TLA when
Then in Final Fantasy 6
Then in the Fellowship of the Ring
And I don't think I need to say it, but here goes:
Azula shot Iroh. Of course he turned out to have lived, but I had a week to the next episode to think he was dead. I was 12 when I saw it on TV and if memory serves that was the first time I was really exposed to a character's mortality in fiction beyond "Some guy you didn't care about died. Be sad.". Later on, when Sozin betrayed Roku, that was also quite sad
Then in Final Fantasy 6
When Kefka murdered General Leo, and later on when Locke reminisced over how Rachel died
Then in the Fellowship of the Ring
When Gandalf "died". Obviously he came back in the next book, but there was a very palpable sense that the rest of the Company was substantially less powerful and very alone after that.
And I don't think I need to say it, but here goes:
Mordin