With a small group we found it fun to create multiple characters each and run a quick, dangerous adventure.
Nobody gets really attached to the characters (and in Traveller its an adventure in itself just rolling PCs). This means the Ref can kill off a few and the players get accustomed to mortality.
Next session - just start all over with new characters. This tends to streamline things and get people real accustomed to the rules. great for newbies...
Also, consider pre-generated characters - and a fast paced single session game. Character generation takes a lot of time and doesn't always result in a properly skilled group for a given adventure. Plus, the player has less invested - so is likely to be more receptive to things that happen to 'their characters'.
Also, play an NPC or 2 with the party - allows your conversations with the players to be more interactive rather than narrative. Just don't get so chummy you take away the challenge - and let your NPCs face mortality as well.
Found it better to encourage people to play the game instead of just playing an alter-ego.
And seriously,
Don't ever leave your wing man!
