I posted this in a movies sub and a few Redditors mentioned video games.
GTA V has Trevor kill Johnny from the previous game early on
The Last of Us Part 2 (which I haven’t played) kills off Joel at the start
Honorable mention: Mass Effect 2 has Commander Shepard die at the beginning but he’s instantly resurrected
What other games do this?
That isn’t a sequel and I wouldn’t call the third mission of the game a prologue either.