There are a number of ways to establish that nobody is safe in a story, but the best one is killing off a main character from the get-go. Game of Thrones dispatched with Ned Stark, and from then on it was clear anyone could be killed at any point (never forget the Red Wedding). Star Wars killed off one of the original trilogy characters, cementing Kylo Ren as a heartless villain and freeing Harrison Ford for another Indiana Jones movie. Even Hitchcock’s Psycho murders its protagonist in the first act.
