The very first persecution of the followers of Jesus Christ came shortly after Pentecost when the Jewish leaders began arresting them, flogging them and threatening them. This persecution was mostly in Jerusalem, but spread when Saul of Tarsus began his campaign. This was probably around 35AD. However, the authority of the Jews was limited, so few were actually killed during this persecution.
Then, in 67AD, what is referred to as the First Persecution under Nero began. Nero had a horrible temper, and was crazy to boot. One of his diabolical whims was to set the city of Rome on fire. While sitting in his tower playing his harp, he watched the city of Rome be consumed while thousands of his people died in the flames or rubble to which he said "I wish the ruin of all things before my death."
After the fire, Nero saw that the people condemned him for the tragedy and his popularity so declined that he decided he needed a scape goat. That of course, was the Christians, and the first persecution began. Many terrible tactics were used to persecute the Christians, such as putting them in a wax shirt before burning them in his garden, or sewing them up inside the skins of wild beasts before releasing hungry dogs on them. However these intense persecutions didn't discourage the growth of the church, in fact, it flourished.
Paul and Peter were killed during this persecution. The chamberlain of Corinth, Joseph called Barnabas, and Ananias bishop of Damascus were also killed during this time.
What do you think you would have done if faced with such harsh persecution?