I'm sorry you lost a chick. It's a stressful experience as well as a sad one when it happens, and it does happen to us all. But you need to try to assess why the chick died so you don't lose any more. It could simply be that chick had genetic problems and failed to thrive, but let's try to figure out if their brooder conditions are what they should be so hopefully you don't have to lose any more chicks.
You mention a "starter pen". Is this one of those pre-fab "starter kits" you buy at the feed store that includes accessories such as a heat lamp, water bottle and feed tray? If so, it may actually be too small even though it specified it was for more chicks than you have. Could you please tell us the dimensions of the brooder pen? If there isn't at least a square foot for each chick, it could be that over crowding is responsible for the death of the chick, either due to trampling or suffocation or it lacked the room necessary for it to find a cool-down space to shed excess body heat from being too close to the heat lamp and not being able to move away.
Depending on the actual size of your brooder, the heat lamp may be too low and is making the entire brooder too hot. If the heat bulb is 250 watts, if it's just a foot above the chicks, it is likely cooking them. Those very same lamps are used in restaurants to keep food piping hot when suspended above the food at that height.
That you mention your chicks are "huddled" off to the side of the lamp, it indicates the lamp may be much too low, and making that spot directly underneath too hot. It is also likely heating the entire brooder to a temperature that prevents your chicks from cooling down. The spot right under the lamp should read 85 to 95F. The rest of the brooder space should be twenty degrees cooler. If it's not, the brooder is too small.
Do you have any sort of covering over the brooder that would prevent heat from escaping? Is so, you need to remove it so the brooder doesn't act like an oven.
If you're new to brooding chicks, you will need to learn to read their behavior. Chicks that are happy and comfortable will be actively running all over the brooder, freely moving from warming up under the heat source and maybe even briefly sleeping under it, then waking and running about some more. You should see chicks flopping down all over the place and sleeping where they land, not just huddled in a bunch off to the sides. If they are huddled in a tight bunch, something is wrong.
Your chicks should be acting very lively, running about, but taking frequent naps. If you have a chick standing in one spot for too long, maybe nodding off while standing up, teetering off balance, with eyes at half mast, that chick is in trouble. If you have a chick prostrate and panting, that chick is in trouble. If you have several chicks producing very watery poop, you have a problem with an overheated brooder making them sick.
The first week can be make-or-break for chicks. They're fragile little creatures, but it really doesn't require too much to make their environment one where they will be comfortable and safe and will thrive.