Okay died in D&D during character creation..wait what? how? Closest i think you can get is being already dead and playing a ghost in D&D 3rd edition...
If you want ( why ?) RPG's in wich you can die during character creation, check out the expansion for HoL, (that's Human Occupied Landfill.) called Buttery wholesomeness.
I don't think you can die during char gen in the Traveller RPG, but if you roll poorly you could end up with al sorts of disasters and permanent injuries before your character is ready to play.
It can also happen in Deadlands Reloaded when you take the "veteran of the weird west" edge and draw a red joker (making your char start the game harrowed: Ie undead)
Edited by Robin Graves