Talk to the DM

Give non-accusatory feedback

Express your point of view using neutral language and I statements. E.g. "When the encounter with 9 ogres ended in the death of all the characters, I felt helpless and it was not fun for me."

Ask for feedback.

Ask them if there were alternative endings they had in mind. It can take a while to get in sync with the other people's storytelling methods and ways of thinking about plots. Perhaps there was some secret or trick that they had expected the party to discover.

Discuss game expectations and desires with Players and GM

It sounds like your expectations for the game were not met. This may be the case for everyone involved. There are a number of ways to avoid or mitigate frustration in subsequent campaigns. Suggest doing a session 0 to facilitate this discussion.

You can say something like: "I didn't have fun in this game because you gave us an encounter that was far too difficult and we all died." That's a fair criticism.

But, honestly, D&D is a game where you vote with your feet. The DM can narrate anything happening that they want; the players can leave the game and find a different DM if they're not having fun.

My own policy is that, if someone TPKs my group in this way, I thank them politely for their time, and then I leave the game. You might try doing the same.

Step 1: Discuss with the DM the Basic Rules on How to Build an Encounter.

This part of the answer is confined to D&D 5e.

Step 1a: share this answer with your DM, as your judgment dictates.

The Basic Rules have Encounter Building guidance on pages 165-167. Sit down with the DM and work through an encounter building exercise for level 1 characters. Build together an encounter for each difficulty: Easy, Medium, Hard, Deadly.

Step 2: Ask DM to run one of each (difficulty) encounter at the next session.

By running encounters at each difficulty level, the DM can get a rough idea about what this edition's encounter difficulty looks like.

Then ask the DM to build and run a hard encounter that is built for a party of characters 2 levels higher than your characters.

• For example: if you are all now level 2, have him build and run one for a party of level 4 characters. That's about 2000 XP adjusted. Two yetis (1400 x 1.5 = 2100) is close enough. A Wight and four Zombies would work also. (About 1800 XP adjusted)



• 
  

  The DM may still prefer, and your group may prefer, encounters at the
  deadly and deadly-plus level. With the above approach, "how to
  turn the dials up and down" will be better appreciated, as will how out-of-whack the initial encounter was for your group of three level 1 characters.

  
  
  
  
  
  • The 9 CR 2 creatures versus a party of three characters calculates to
    (adjusted) 8,100 encounter XP. (450 X 9 X 2.5; Basic Rules, p. 165).
    That is between Hard and Deadly for a party of three 9th-level
    characters. (3 x 2800 = 8,400 deadly for three 9th-level
    characters).
    
    
  
  
  
  

See how it goes. There may still be a taste, at your table, for harder rather than easier encounters.

For time saving: using an online tool like Kobold Fight Club may make creating and adjusting encounter crafting easier. (Thanks @NautArch)

Step 3: ask the DM, "How's it going to be going forward?"

This is the "session 0" for your group. Lethality level is a matter of taste in RPGs. Your whole group needs to discuss this matter with the DM, once the lethality levels of varying degrees have been experienced by the group. This is a chance to grow together as a gaming group.

Vote to stay, or to go, based on the outcome of this process and the next few sessions.

No, this isn't the easy way.

But it might work. The DM might just need to get a "feel" for encounter building model for this edition. I did when I was starting out with 5e.

For Pathfinder

You can do something similar with the materials in the PFSRD, under the heading "Designing Encounters." The CR analysis and XP budgeting are similar, with the following caveat:

... Pathfinder - its CR system is pretty imprecise. I've seen a group of already battered, exhausted level 2 characters handle an EL 8 encounter with only one death, and I've seen the same players nearly TPK'd by an EL 8 encounter at level 7. There's a lot of variation even within a narrow CR range, depending on the players' and DM's respective tactics, the specific creatures and capabilities in play, and the whims of the dice. As a result, the stated guidelines tend to be fairly unhelpful for GMs looking to achieve a reasonable encounter difficulty @Brick the Toasted

There have been similar criticisms of 5e's encounter modeling tools, but it's a place to start.

Start Running away!

Just run from every encounter (choose something fast). Avoid everything remotely risky. Eventually the GM will get the message.

Running away can actually be a really fun way to play a campaign. The mechanics can be pretty interesting, and it can be fun to just play a group that is so scared of everything that they run away.

That encounter isn't for fighting

My first run as DM, I threw a beholder at a level 2 party. They were like "Nope, not gonna fight that". Which worked out well, because the beholder didn't want to fight the party either, he had other problems. Ones with synergy to the goals of a level 2 good-aligned party.

Obviously that was a quest progression encounter. That's exactly how you should treat impossible fights like this. But hold on.

Force protection is the first priority. It's better to miss the story opportunity than have a TPK searching for quest lore on the tips of their swords.

But (usually at least), the encounter wasn't "for no reason". The DM needs to be granted a reasonable opportunity for the purpose of the encounter to unfold. So that's the puzzle.

Now there's a tendency these days for folks to assume the other fellow is a moron. Easy to fall into. Don't. So "the DM sucks" may be the answer to the puzzle, but it's not the way to bet.

You provide no information about the GM, so be in dubio pro reo and talk to him outside the game and start by assuming that you missed something.

As a GM, I never throw an impossible encounter to my characters unless we are playing Paranoia or Cthulhu. In the first case a TPK at least once an evening is expected and in the 2nd case running away is the default choice of any sane character anyways.

So it is quite possible that your GM had assumed that you would know the critters can be splashed with regular water and will panic. Or that you actually had that magic crossbow the bard always talks about. Or that the wizard would use all his spells in this encounter which clearly required full power, or, or, or.

Your first question could be if he expected you to win, lose or evade the encounter.

Since it sounds like you are not playing with this GM so often, check if maybe his regular group likes tough encounters. Or he is used to them using every tiny advantage in the rules so that he needs to turn up the monster levels to keep encounters a challenge.

Unless the GM is being deliberately unfair - which you should only conclude after examining other answers first - it appears that somewhere wrong assumptions were made. By you or by the GM. A discussion can clear that up, if nobody is pushed into defending themselves.

I can see you are struggling to find any fun, but remember that running from an encounter is ALWAYS an option.

Also, some encounters while seeming without hope could be avoided, or even won with a little thinking "outside the box", and if the GM responds to it, with actions that conform with the rule of cool.

But, all in all, running is always an option once you realize that you are out of your league.
Most times running away to find another way to beat the boss makes for a really fun role playing, sometimes much better than struggling with creative thinking.