Don't worry - we've all had these issues at some point. Look for a plant that's obviously healthy when you buy it - good new fresh growth on it.
The problem with buying from supermarkets or discount places is that they're kept undercover and in a false environment, usually 'forced' into early growth, with the plants often neglected in terms of watering and general care. It's worse in late winter/early spring because these plants are being taken from that sheltered environment, and they need to be acclimatised a bit first, even if they're hardy plants.
Find a good Garden Centre or nursery, and pick a nice specimen - you'll have a much better chance of success and that will give you encouragement
I'm sorry your plant died, Jan H11. It's an opportunity to treat yourself to a beautiful new one. I have made the same mistakes, thinking they're bombproof. We live and learn!
Indeed.....older and wiser (hate admitting the 'older' bit) yep I will look forward to a healthy lavender from a trustworthy source! Thank you for your commiserations ?