I can think of several instances of bad foreshadowing, where I have moved from thinking the character might die, to knowing beyond any doubt that he will die. Let's examine them first:

In Farscape (TV series), a "good" character crossed a moral event horizon - he did something so completely terrible, that the only redemption possible for him was a heroic death.

Talyn, a baby spaceship, has been growing increasingly paranoic, until he shot and destroyed a hospital ship, killing everyone on board.

In Dawnton Abbey, a character was in the way for a very obvious love pairing. Clearly, she had to go. As she was good and loving etc., the only way left open to her to go was death.

Lavinia was in the way for MCs Matthew and Mary, whose marriage was foreshadowed from the first episode of the first season. She conveniently died of the flu.

In Jim Butcher's Dresden Files, the foreshadowing was proper foreshadowing, no other tropes getting mixed in as in previous examples. However, there was just too much of it. [MAJOR spoiler ahead]

In Changes, Harry's office gets permanently destroyed, his car gets permanently destroyed, his house gets permanently destroyed. In all cases, the permanence is emphasised. I think he actually talks about the car getting "killed". If that's not enough, another character addresses him with "O Captain my captain". Guess what happens in the end?

In all those cases, I have moved from the edge-of-my-seat, lump-at-my-throat fear that @MarkBaker describes, to being bored with every new bit of foreshadowing, or "maybe they will not die" that the writers attempted to throw at me - I already knew where things were going, everything else was redundant.

Now, how can this be avoided?

First, don't overdo it. Avoid obvious death-tropes, like the ones I showed above and the ones @DeauX .Machinus mentions.

If you use an omniscient narrator, you can show the forces amassing against the character: if he chooses to do "some particular thing", he will most likely die. But he might not choose to do it, right? Even if he's likely to. You create anticipation and dread.
Alexandre Dumas does it masterfully in La Dame de Monsoreau:

There's an ambush being prepared for Bussy in Diane's house. But he's offered warnings, good reasons, and even explicit orders not to go there that night. So maybe he won't go?
Once he's there, there's the ambush, but Bussy has been established as an almost super-human fencer. So maybe he can win this time too?
Once it's clear he's not going to win this time, we know help is on the way, so maybe they will arrive on time?

You can set up from the beginning that everyone can die - no character wears plot armour. Remarque in All Quiet on the Western Front doesn't need to foreshadow every single death: he establishes it early on that this is war, people are going to die. Each following death is foreshadowed by the previous ones. Similarly, G.R.R. Martin in Song of Ice and Fire only needs a character to make a bad decision, for us to start fearing he'll pay for it. To use @MarkBaker 's metaphor, the bad decision serves as the smoke rising in the distance.

Basically, if something has happened in a story once, it can happen again: one character died in a war, so can another. If something almost happened, it can happen: one character almost got run over by a car, another might be killed in a car accident later. If a process starts, it can continue to its natural end: a character falls ill, he can die. If a danger is shown, it can be realised: a gun on the wall in the first act.

What death would feel out of the blue?

A death caused by a character acting "out of character": someone who
never showed the slightest hint of depression suddenly committing
suicide, a character who is afraid of heights dying in a paragliding
accident, etc.
A death that is random, not related to the plot established so far:
blue ice falling on a person, a character whom we haven't seen
pregnant suddenly dying in childbirth, a character getting caught in the crossfire of a shootout between criminals, where criminals haven't been mentioned to exist.
A death that runs contrary to previous foreshadowing. If a character is told by an oracle that they have a great destiny, you don't expect them to die in a random skirmish in the next chapter.

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