Many speculative stories kill off characters by the thousands, and it means nothing to the reader. You have to buy the reader's interest in the character -- and then kill him.
(I think one of the best comments on that is this:
But if the reader's to be effected you have to get their emotions.
Complaints about the girlfriend or mother who's killed just to give the main character some grief and a motive for revenge. (Though I find these -- overblown. Everything in a story is about the main character and is done to affect him.)
The many times they've been writing along and realizing this guy has to die. Or that having foreshadowing his having been killed by this character, he dies at that character's hands.