The First Masked Crime Fighter: The Clock was the first comic book masked avenger, created by George Brenner he first appeared in either Funny Pages #6, or Funny Picture Stories #1 in 1936, either way they both appeared in the same year and month so it still counts. He was the first of the comic book mystery men that fought crime in a suit (or tux really) and fedora as later ones such as The Sandman, The Spirit, & Mid-Night would also do.
The First Comic Book Robot / Mecha: also created by George Brenner “Hugh Hazzard & His Iron Man” later shortened to “Bozo the Robot” was what could be called the first Mecha, appearing in Smash Comics # 1 and running for another 41 issues, Bozo was really run by Hugh Hazzard who wore the suit of mechanized armor after taking it from bad guy Dr. Van Thorp. Not as snazzy as the Mechas of today, and all but forgotten now, he was however the first in the comics.
The First Comic Book Zombie: Not really sure if this is the for real very, very first appearance of zombies in the comics, but I strongly suspect it is, horror was not really a common theme in the comics of the 40’s and only showed up now and then until the explosion in the field created by EC comics came about in the 50’s. The hero going up against them in 1945 is Boom Boom Brannigan, crime fighting boxer and, judging by his other cover depictions in Prize Comics, all-around weirdness magnet.
The First Superhero to Die: That would be the Comet, who was drawn by Plastic-Man creator Jack Cole for his first 5 appearances, never a big item (only had 4 to 8 pages per adventure) he was killed off in issue # 17 of Pep Comics without ever even being given a cover. In the story where he died he became the inspiration for a new hero called The Hangman (One of the most unsavory superheroes ever drawn) who was not only given the cover his first time out, but even had his one comic for a while. Boy, you’d think the first one to kick the super bucket would get a little more respect!