Ned Stark (played by Sean Bean) from the magnificient tv series "Game of Thrones"
For me it would be Robb Stark. I knew Ned was gonna die as i started the show late and well... its Sean Bean lol, and i kinda saw the point of him dying as the kickstarter of the whole plot... But i wish they wouldn't had killed Robb... at least not that soon, not before having him get some sorts of revenge for his dad.
As for Jon Snow... i spoiled myself on that one so i knew he was not really dead. Im not sure i could had keep watching the show if he really died... I would had been soooo pissed off. Especially since they killed Robb already.