One thing you really have to nail down when you first start GMing a new system is what style of play you want, and what style of play your players want. Here's my general list of GM styles that I've played under/run:
God Mode: PCs rarely get scratched, they are practically gods.
Feather Duster (Oh that tickles): PCs will occasionally take damage, but never more than a quarter of their health or they are considered seriously injured.
Action Movie: PCs will get shot up and hurt on a regular basis, but they don't die. When they hit 1/4 of their wound track left, they're horribly hurt.
Die Hard: PCs rarely die without a good dramatic reason, but they're used to walking away with one box of health and two rounds left in the gun.
Who's intestines am I tripping in: PCs die so often they're required to have multiple back up characters in case they "burn" through several in a session.
I lean more toward the die hard style myself, but it took some getting used to for it. I can count the times that I've killed PCs on my fingers, but I do leave them looking like they just had bath in razor blades more often than not. I'm really hard on equipment though. Especially vehicles, so I always feel bad for the riggers.