Writersdomain pointed out some great stuff. I think that really the most important thing is to tug on the reader's heartstrings before and after the death - get them attached to the character. If you make the character endearing enough, the concept of their death alone will stir your readers' emotions. Afterwards, refer back to this character often, pointing out their good points and notable things that they did while they were a live. J.K. Rowling does this a lot; she even introduces facts about the characters that weren't revealed while they were still living - it just makes us like them more.
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