>>62
Let me put it this way: The show is called Shinigami no Ballad and features a shinigami. That pretty much settles it that someone is going to die at some point (though ep. 2 was a bit of a surprise as far as that is concerned). If you cannot predict at all who's going to die, then you watch the episode wondering just that - "Who's gonna croak this time?". However, if you know beforehand who will die, you'll be worrying about Kouta and Mai instead. Well, in theory, anyway. Whether it actually succeeds at making you do that depends on the execution (which was pretty solid IMO) and the person watching, but it's not a flaw in its design - it's purposely made this way.

>I do not take it as a good sign when I know a character is going to die 10 seconds after they are introduced. How am I supposed to develop a connection with them?

Each episode is a self-standing story with different characters, other than Momo and Daniel, so you have to develop connections with the characters quickly. Mai died fairly late in the episode. If you didn't connect by then, I'd advise you to avoid episodical series like these.