I love shows in which the main character dies, and so does George R.R. Martin. He explained on Conan why he killed off your favorite character and why he’d do it again too.
It may be contrary to logic, but nothing sucks me into a show more than a main character dying. Game of Thrones already had me by the time Ned Stark was separated from his apparently necessary head, but that locked me in as a viewer for life. Now we see two more Starks die, confirming that no one is safe on the show. Hell even the King Slayer struggles to get a handle on who lives and who dies. The White Walkers won’t be able to save Martin from my vengeance if Tyrion Lannister dies though.