Watching the first episode now. not a bad start.
Edit: I hate the "make them think a main character is dead" stuff.. when they know we all know they didn't kill them.
This is a pretty common trope though, not just on The Walking Dead. How many times in act 3 of a movie do we see the hero go off a cliff or ledge only to climb up seconds later (Last Crusade anyone?). It's not that you think they are dead, or at least you shouldn't, it's the narrative tool of making you wonder how they will get out of this situation.
The exception of course is Glenn and the dumpster which was rather dumb.