In the first chapter, there isn’t much that changes with the choices you make. Your dialogue options when talking to the police officer will remain identical, no matter what you choose. The outcome is always the same and the end result will always be hitting the walker that is strolling across the highway.
When you climb out of the car and go over to the police officer on the ground, you can die by not crawling away from him fast enough. It is quite difficult to have happen and unless you get up to go make a sandwich.
The other time you can die during this chapter is after you crawl away and pick up the shotgun and shells while leaning against the car. If you don’t fire quickly enough, the officer will get to you and have a snack on your melon. Again, unless you are extremely lethargic, there’s not much to worry about.