After the first Martian exits its cylinder, the crowd pulls back to the hedges and watches from a distance. People who were very curious are now scared, but the Royal Astronomer, Stent, puts together a Deputation of people to try and make contact. They approach the cylinder with a white flag, trying to show their intentions as peaceful:

Forthwith flashes of actual flame, a bright glare leaping from one to another, sprang from the scattered group of men. It was as if some invisible jet impinged upon them and flashed into white flame. It was as if each man were suddenly and momentarily turned to fire.

Then, by the light of their own destruction, I saw them staggering and falling, and their supporters turning to run.
(Wells, The War of the Worlds, eNotes eText)

The Narrator is alone in his confusion and does not experience fear until a little later; the people closer to the pit realize immediately that the Martians are killing with their heat ray and try to run. However, the effect of the heat ray serves to kill people quickly and efficiently, and so few people actually escape. The people who are watching from afar also run, and the Narrator becomes scared and runs as well.