The centaurs apparently said something about the innocent being the first to die, which was intended to refer to the unicorn, but there are a lot of other victims in the game it could have referred to, including Dennis (first PC to die -- okay, he was untrustworthy and thoroughly brainwashed, but he was definitely innocent); Hannah (first of the year's students to die); and Neville (the first to die in the bloodbath that was May 16th, although you could argue that Harry was killed before Neville was in the rite. It depends on what you mean by "killed.")