What was the people's complaint about Moshe and Aharon?
Seforno: Moshe and Aharon were the Sheluchim whom Hashem appointed to take them out of Egypt to rescue from all life-threatening occurrences. And the people now claimed that it was all a ruse - to kill them at the hand of the Emori.
What did the people mean when they said "Lu Masnu"?
Rashi, Targum Onkelos and Targum Yonasan: They meant '"If only ('Hal'vai) we would have died ... " 1
And not just 'if', as it sometimes does (See Sifsei Chachamim).
Why would it have been preferable to die in Egypt or in the desert than to die by the sword?
Bava Basra, 8b: a. Because the Pasuk writes in Tehilim 116:15 "Yakar be'Einei Hashem ha'Mavsah la'Chasidav" and b. Because death by the sword is disgusting, inasmuch as one's innards spill out (and because one's corpse is left in the open to be devoured by birds and wild animals - Oznayim la'Torah). 1
And the Pasuk add "Nasheinu ve'Tapeinu Yih'yeh la'Vaz", because, as the Gemara concludes there, captivity is the worst fate of all, since one is in the hands of the captor to do with as he pleases - See Oznayim la'Torah, on Pasuk 3.
