My calla Lilly as died right off this is the first year it has done this should I cut it down to ground level .
Yes, cut the dead foliage and stem down. The tuber should have survived and be sending up new growth once the soil warms. If it has been a while, this is a good time to divide your calla lily. https://www.gardeningknowhow.com/ornamental/bulbs/calla-lily/dividing-calla-lilies.htm