Sallyintnorth has posted a particularly helpful message - as always
For you, starting with first time lambers is where you are, no going back, but for others reading this I would reinforce Sally's advice not to start with first timers, and to have some lambing experience yourself first (ours was a training day at the local agricultural college). Do you have a good lambing manual?
I feel that it's a good idea to buy in your new ewes well before you breed them, and if they're lambs then at 4 months, so they have plenty of time to get to know their surroundings, and you have the opportunity to learn about how to handle your flock. A relaxed ewe will usually lamb better/more calmly.
It can also be a great idea to keep your shearling ie one year old, ewes with their dams throughout lambing, so when they see their own first lamb born it's not the first one they've ever seen. Keep this in mind for when these lambs are grown.
We now lamb all our ewes outside - we don't have anywhere to house the whole lot. Our first lambing ever was indoors with first timer Jacobs - bit of a disaster with fat ewes, an incipient prolapse followed by her failure to show any signs of being in labour, a born dead lamb, and twins trampled to death by a panicking ewe - all from three ewes

. Meantime we had left our small flock of Hebs outside and had not a single problem. I guess we were lucky with that, as over the years we have had a couple of minor Heb lambing problems, so they're not perfect and they can be sheer hell to catch in a hurry.
You will have read that we have all had problem lambings, so please please don't be glum about what's happened with yours. If there's another dead lamb, then seek your vets advice, get a PM and find out if there's a flock problem or it was the individual ewes.
I agree that for you bringing the rest of your flock in is the thing to do. Make sure they keep calm as they come in. If they are likely to lamb in a communal area, then watch out for lamb stealing by another ewe.
Have you thought about CCTV in your lambing shed? It must be great to be able to lie in bed to do your lamb checks, and the ewes are not disturbed. I used to go round my outdoor flock every two hours through the night, but then I realised that they were being disturbed by me and my torch, so they were getting up from their chosen night spot and scattering, losing their lambs in the melee and so on. Now I check last thing at night and Mr Fleecewife checks at dawn. If you try to do the night time checks and stay up all day you will soon be exhausted and ineffectual.
Look forward to having some healthy lambs from the rest of your ewes, and try not to panic
