I think that's part of the appeal, the knowledge that no characters are truly safe from death. Ned Stark set the trend, Red Wedding confirmed it. Especially since they were both Starks, the most "likeable" (using a modern sense of morality) of all the pretender factions in the series. A couple of exceptions...there's only one Mary Sue and one Marty Stu in the books. Daenerys Targaryen and Jon Snow. I don't see either of these dying, or at least not until the very end of the series, or close to.