Methos wasn't big on firsts.
He didn't remember his first death. Hell, he didn’t even remember his first name. Had he been born Methos?
He remembered some of the Watcher poker parties, trying to guess his origins. Even Methos couldn't have come up with some of these stories, although he needled them when they were obviously wrong. Not surprisingly, Joe was the closest once to guessing, but Methos never admitted that.
Knowing his tendencies, he probably died over some argument with some hidebound idiot over some trivial matter. But hopefully he died well, preferably with a beer in one hand.