The first person world-wide who died as a result of being hit by a car (not in a car crash) was Mrs. Bridget Driscoll, a 44 year old pedestrian of Croydon, Surrey. As she and her daughter May crossed the road on the grounds of the Crystal Palace on 17 August 1896, a car being driven by Arthur James Edsall of Upper Norwood approached. According to witnesses, the car hit Mrs Driscoll "at tremendous speed,"of about 6 kilometres per hour. The inquest into Mrs Driscoll's death lasted for about 6 hours, after which the jury returned a verdict of "accidental death." No prosecution was made. It is rather ironic that the coroner at the inquest, Percy Morrison, stated, "This must never happen again." You can read the full story at the BBC News Magazine website.
*The first pedestrian killed by a motor car in the United States was Henry Hale Bliss, who was hit by a car in New York City on 14 September 1899.