Hey jtaylor73003,
First of all, sorry your character died. Like you, my very first PC died at the end of my very first PFS scenario, The Confirmation. I spent weeks trying to find a local venue that ran PFS and, once I did, I spend hours agonizing over the character details and backstory of my first PC, a fencing bard.
It was actually a combination of my lack of experience with tactics (I ran through a threatened area) plus the foe's critical confirmation with almost maximum damage. Even the GM and other players seemed shocked. However both the GM and folk I met playing were so much fun that I kept going back.
At least in my PFS experience, death is rare, but it happens. I'm actually surprised it doesn't happen more. And as much as it sucks, it sucks so much less with a brand new character than one you've had for months.
I tried used it as a learning experience to help me mold future characters. Now, over a year later, I also GM PFS as well as still play with that first GM who killed me because he's a great guy and I made some great friends.
So I guess my suggestion is, if you like the group you're with, to keep going back and learning. Personally, I sure wish I had the Strategy Guide last year it probably would have helped me.
For the most part, the Paizo forums can be a great support group and share really useful advice. Whatever you choose, good luck!
* Dead bard jokes are welcome. One of my current PCs is level 8 and going strong :)