Completely understandable, it\'s really bad when this world is supposed to be so bleak and Anyone Can Die when you have characters you can trust to escape everything.
Find the Light in the Dark
I understand the frustration with Plot Armor in a series like this, but when you kill off important characters, the impact on the story is more important than shock value. For example, Marco's death wasn't just proof that even one of the top ten graduates of the 104th Training Corps (i.e. main characters) could die, but it also helped further Jean's Character Development.
Honestly, I really don't mind Plot Armor. More edgy manga like GANTZ and Terrafor MARS had entire casts of characters killed, but their stories grew increasingly worse because the characters they used to replace them were much less interesting. Horror often uses drama better based on how it affects characters rather then shoving them straight into a woodchipper. For example, when Reiner nearly commits suicide upon returning to Marley, its a very powerful emotional moment that captures the trauma and guilt he's suffered over the course of the series. Often times, the aftermath of terror can be as interesting as the horror event itself.
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Improves As It Goes On, Despite Glaring Flaws
I headed into Attack on Titan as blind as possible, with maybe one spoiler hovering around the back of my mind that was easily forgotten until I got to the rather early section of the manga it referred to. Went into it without any ideas, just to see what it was like.
I came across a manga that started off rather simple, to the point of being rather predictable with many of its twists and turns. I couldn't get myself to really be invested much because shocking revelations were clear to see early on. But then it came to what I want to call the second half of the manga — I cannot quite put my finger on 'where' this exact point takes place, but everything improved! It now feels like the early, predictable part with its revelations was merely part of a setting-up-the-world aspect of the manga, giving you a general overview of things, before it went to the meat of the plot. I actually ended up reading up to the current released chapters over the course of two days, spending hours upon hours just reading the next chapter, the next and the next because it had gripped me.
The artstyle is great, many characters are distinct in appearance to recognize immediately, the writing improved a lot, and while it went heavy on black-and-white early on, it focused more on gray.
There are only two big flaws that I would list for the manga.
The first is that the author has a horrible tendency to switch perspective to a flashback or suddenly starting up a chapter in a flashback, with little visual indicator of this. It can lead to making the reader feel lost — I personally would have preferred those flashbacks to be given a black background instead of the normal white, so as to keep a visual indicator of 'when' we are. This does lessen and improve later on, making flashbacks easier to tell apart to the current events.
The other is the annoyingly frustrating Plot Armor that every even remotely-distinct character seems to possess! No One Could Survive That!? Well, these guys can. Every time. Even when this got lampshaded for one specific character, it's still frustrating. It's easy to just not care if anyone seems in genuine danger because nine-and-a-half times out of ten, they will survive. By the time a 'main' character genuinely did die, the shock factor wasn't even there for me anymore.