The main thing I’ve learnt is to tell your players as much as you can before you start playing. Give them background lore, locations and maps, give them descriptions of well known characters - tell them everything a normal person in the setting would know and they’ll engage with the story far more, because they feel like part of the setting rather than an outsider looking in.
For my most recent campaign I wrote a 9 page guide that detailed mechanical restrictions, backstory requirements, and common themes that would crop up throughout the campaign, and everyone turned up to their session 0 with a complete character whose presence and motivations closely fitted the story, including the guy who was in prison for the first 4 sessions.

It’s not vastly more than every Chinese person planting 1 tree a year. If you pay people to plant 10 trees a day, 5 days a week, 48 weeks a year you only need to employ one person in every 2400 to get close.

After the session the DM pulled me aside and reminded me two other members of the party have also died, and are still with us.

Sounds like you’re probably fine then. Or approximately fine, at least - last time I did that to a player I meant the party had enough funds for a reincarnation ritual, so apart from turning from a halfling to a gnoll the biggest consequence was the other PCs having to explain to the dead PC’s parents that their daughter had been eaten by a Froghemoth.