I just started it. Is everybody supposed to die like that in the beginning? Just thought I'd ask

Yes.
Except for Follow's Chalk, don't kill him.

Ok, just making sure.

Lol the first time i played Honest Hearts i must have shot him accidentaly in a firefight because, after killing everyone across the bridge at the start, i had no idea what to do, the quest objective made me cross to the other side of the map and kill everyone in the tribal camp to get a map, then go back to the start and leave, i honestly thought that was what was meant to happen and that it was really meant to be that [censored]. Then i replayed it and realised that i was a moron .

If you don't shoot Follows-Chalk on your first playthrough you get to join the "Didn't Shoot Follows-Chalk" club, along with receiving your very own complimentary "I went to Zion and didn't shoot Follows-Chalk" T-shirt.
Quite an honor really. Not many people are members.

I tried for the longest time to try and save them all.. it's impossiable they just fall over and die or get onehit

And I did indeed blow follows-chalk's head off as I thought he was trying to trick me

You're not in the club!!

Not like I tried! It wasn't on purpose.. just I had a fat man out from trying to save my teamates and well.. you guessed it! There was a white leg and made him red all over, turns out there was a little collateral.

yes, i tried to save them once and i just wasted ammo and time