Playing GK1 without a walkthrough isn't a very good idea, especially in the second half. There are times where you will be at risk of dying (SPOILERS!!!!!):
Thank you, now I know where to make sure to do a save game. Great game, but getting used to the slow speed again is hard.
The first time you can die is when you go to the Voodoo Museum when the Dr John isn't there and it's dark. A snake will attack you and you will have to use the light switch.
The second time you can die is in the burial mound in Haiti. This involves major spoilers and I won't say anything more.
The third time you can die is in the finale.