Now to make sure my books make sense and have as little errors as possible I'm planning out the whole series but the thing is it kind of needs the hero to die. The series will be told from the hero's companion point of view so she will find out that he has to die and ask her to do it as he would want no other to do it but then she is filled with guilt for killing him when it turns out he didn't need to die. It will be a very sad ending (if I write it correctly) but the whole theme of the series is no one is indestructible and that pain is part of life and you can't escape it, loss is part of life. It will fit the tone of the series but will the readers accept this ending after going through three books?
Personally, I love it when a writer gives me the finger. And it sounds like that's what you must do to be true to your story. Consider the ending of The Mist. (don't beat me up for using the film version, ok?) Is it a nice ending? Hell the fuck no it is not. Does it work though? Sure does.
No one knows whether your ending will work until you get there. If we say 'no, it's not going to work—so write another ending instead,' what would you do? Change your story at this stage? I would hope not. If the death of your main character is what you feel needs to happen, write it that way. It's your story. Have confidence in your vision. It sounds as if you'll be building towards that ending as you go, so there's a good chance it will work just fine. Everybody dies after all, right? Many MANY stories end with the death of an important character. It's not the death, it's the 'rightness' of the death that will satisfy readers. Even if it's a bit shocking, as long as it has purpose and doesn't make the readers feel cheated because it doesn't evolve from the story itself, it's fine. Send readers away with the feeling that nothing else could realistically have happened in your story, and they'll be happy enough with your sad ending!
The best ending I've read was the ending of a quartet where both main characters died (one out of injury, the other by taking her own life as she could not live without her love). It's the most tragic ending I've read, one of very few moments in fiction that has reduced me to tears, yet the best and most fitting ending there could have been. Don't end the series in the way you think your readers want, end it in the way that you feel is right.
I hate it when authors do this to me! But I don't think it makes for a 'bad' ending. It's not wrong to leave your readers filled with emotion. I second @Imaginarily's mention of The Mist. I would probably have found the movie instantly forgettable if it wasn't for that ending. When I finished His Dark Materials I was so traumatised that I had to imagine an alternative ending where the protagonists could stay together.
You've clearly never seen Revenge of the Sith. By the end of the Prequel trilogy, the Republic was gone, the Jedi were either dead or on the run; Anakin was now Vader and in the suit, and Emperor Palpatine was grinning because he had just secured the biggest victory for the Sith Lords in quite possibly the first time in a thousand years. If it feels right to end it with a tragedy, then do it.
I had to laugh when I saw poor Carol roll by on the truck at the end of The Mist clip. She survives one terror only to be caught up in a zombie apocalypse 3 years later. Nothing wrong with killing the hero at the end.
Thank you, everyone! I think I worry a bit too much. Interesting Link the Writer, I have watched all the Star Warses (can't wait for the new one!) but I never really saw them as a tragedy for some reason, perhaps because I know the rest of the story? OH and yes Tenderiser, it made me rather distraught after reading His Dark Materials. Thanks again for reminding me of all these examples that work, for some reason I can never see them working for me (probably why I'm not writing the most uplifting of series).
His Dark Materials. Oh, yes. That was a sad ending indeed ...but the reason it sticks with people is because it was true to the story. And true to life, really. The biggest myth is that if love is 'true' the couple involved will always 'get together at the end.' And the corollary: if they don't get together, that means the love wasn't real. The end game, boys and girls, has nothing to do with how 'true' the love is, or even whether or not the lovers make a 'mistake.' Sometimes they do all the right things, and still lose the ability to be with each other in the real world. Other circumstances affect whether a union is allowed to flourish—as in this excellent trilogy. This was a children's story, and I think an excellent one. Children need to be aware that they won't always get everything they want in life, including the person they love and who loves them back, and that sometimes life just isn't fair. Life isn't Cinderella for everybody. His Dark Materials is a good example of an author who did exactly what the story required, and wasn't concerned about pandering to his readership and sending them skipping happily off into the sunset at the end.
The Lord of the Rings ends with the destruction of The Shire, the ending of the Star wars ep1 2 3 trilogy ends with victory for the evil Emperor, and the ending of the Godfather trilogy ends with a shit film.
If you want a good example of what not to do when ending with a tragedy, read Allegiance (third Divergent book). A very important character dies... for no damn reason. There was this big plan they were doing and whoever did it was going to die. Well this character lived!! Amazing!! Saved the world! And then they got shot. And died. Why? No effing clue. But it made me feel like I'd wasted my time trying to see how it ended because it was such a god awful ending. Don't get me wrong -- ending with a tragedy can be great. The Mist is one of my favorite endings. Just make sure the death has a purpose or flows naturally within the story. Death for the sake of shock value is pointless. But since it seems like it fits with your story, go with it!