Good day all.
I come with a story about how five brave investigators met their end at truly awful luck in their first game ever. We faced Shub-Niggurath with his Endless horde and tougher than normal fellows and I was the most physically combat capable character as I got the lucky draw of Bob Jenkins and a knife. The first turn ended with myself in Yuggoth and the rest of the investigators in a mad hunt for clue tokens. The Mythos card was:
The Terrible Experiment...
Which heralded the doom of the world, since the Unvisited Isle was apparently was built on a nexus of evil energy and Hellmouth's summer home. I say that because the next two mythos cards opened new gates at the Unvisited Isle and were flooding poor Arkham with monsters. Finally, at the end of turn 4, we breathed a sigh of relief since the gate opened up at the Black Cave. Sure, it was going to raise the terror level to 1, but at least it was only one monster this turn.
But then we remembered the Terrible Experiment.
I can only envision poor Bob after staggering out of Yuggoth with only 1 Sanity and Stamina on turn 5 (I lost a movement on 2, then was delayed on 3) finding himself facing 3 beasts, the Terror Level at 10, and his fellow investigators banging on the door to the General Store desperate trying to buy a gun to put themselves out of their own misery prior to the Black Goat claiming Earth for her own. Bob at least had his knife to throw himself upon.
Sounds like you're going to try again anyway. You'll probably have better luck (since it would be hard to have worse).