First blood: Protesilaus

Rumour has it you’re held at Aulis by delaying winds:
ah! when you left me, where were those winds then?
-- Laodamia to Protesilaus

The first Greek to be killed at Troy was Protesilaus. It never hurts to fill oneself in on such characters. It seems he was one of Helen's myriad suitors. He also knew that the first man to touch Trojan soil would die -- there was an oracle to that effect. He later became a cult figure. After his death, he was allowed to return to life for three hours, to be with his wife, Laodamia, because they were newly married when he had to leave for Troy. That post-mortem tryst didn't end happily, as her story bears witness.

Homer manages to get much of this back-story into his brief mention in the Catalog of Ships:

And they that held Phylace and flowery Pyrasus, the sanctuary of Demeter, and Iton, mother of flocks, and Antron, hard by the sea, and Pteleos, couched in grass, these again had as leader warlike Protesilaus, while yet he lived; howbeit ere now the black earth held him fast. [700] His wife, her two cheeks torn in wailing, was left in Phylace and his house but half established, while, for himself, a Dardanian warrior slew him as he leapt forth from his ship by far the first of the Achaeans.

Protesilaus

In the Heroides, Laodamia laments the absence of Protesilaus in terms reminiscent of the description of Ceyx's bark receding from Alcyone on the shore:

The North Wind leaned down, and filled your departing sails,
and soon my Protesilaus was far away.
While I could still see my husband, I delighted in watching
and your eyes were followed, all the way, by mine:
when I could no longer see you, I could see your sail,
your sail held my gaze for a long time.
But once I could not see you, or your vanishing sail,
and I could look at nothing except the waves,
the light went with you too, and suffocating darkness rising,
they say that, my knees failed, and I sank to the ground.

Ovid has her wishing him the very thing that would have deprived him of his glory:

I wish the gods might not make you over-eager!

Among the thousand ships let yours be the thousandth,

and the last to be wrecked by the tormenting waters!

This also I forewarn you of: be the last to leave the vessel!