For me, my first fortress casualty was a hunter who tried hunting a cougar. The next couple of hunters eventually killed that cougar, I think. The next wave of deaths came from a small goblin ambush. I think the first death was from one of the less-trained dwarves being knocked to the ground, surrounded, and stabbed to death by goblins.
The most memorable death from that ambush was one of the squad leaders (I think). They had slightly better equipment than the regular troops. I had ordered a retreat to the trap lines (I had sent my small force out to meet the goblins just a little bit outside of my marksdwarves range, since it seemed they needed some coaxing) after the fight started turning sour. The better part of the squad was making their way to safety, but the squad leader was fighting off a handful of goblins by herself. After killing one or two and wounding a couple others, she leveled up to a champion. She lived to kill one or two more of the goblins before succumbing to all the stabs. One of the goblins she wounded had a red spine injury and was bleeding out. It managed to crawl away from it's group halfway across the map before it finally died.
My most recent fort deaths were from me sending out my small military in the 2010 version to fight a goblin seige. They brought a cave crocodile with them. Almost all of them died. The save file has their corpses still cluttering the drawbridge. I don't think I have enough room in the graveyard to hold all of them.