When I was a young buck I worked for an apartment maintenance company. Painting, landscaping, construction, etc. etc. We had to regularly kill groundhogs. I had to smash one with a hammer after my boss flushed it out of the ground, and I was mildly traumatized by that for a few days. I didn't do that again. Also once when I was like 9 or 10 I was shooting squirrels with a BB gun with my neighbor who was older than me, and I was intentionally missing but wound up hitting one and I felt awful for weeks.
Probably the most traumatic thing though: There was another time, when I was also very young, that my brother and I were throwing stuff into a conker tree in Regents Park in London. Conkers are these brown shiny nut things that you can collect if you're a kid and have nothing better to do. Anyway, I wound up accidentally hitting a bird's nest, and a baby bird fell out and plopped on the ground right in front of me! I was devastated and didn't know what to do. My older brother had to step on it and put it out of its misery. It took me a while to get over that one and I never went looking for conker shells again.
I kill bugs in my house on the "are they gross/biting me/scary-looking/annoying" scale. So, I won't kill a lady bug or a spider because lady bugs are cute and spiders are useful (unless they're poisonous) but I will kill a gnat or a wasp or a mosquito.