Gamers require some sort of feedback each time something happens to their pawn. This can be auditory, visual, or kinetic (controller vibrations). Most frequently the cues are visual, as many controllers still do not support a vibration feature, however. Unreal Tournament pawns flash red briefly each time they are hit. While UDK natively does this, why not extend that idea, and bring back something from the NES era of gaming, wherein enemies flash red as their health decreases, and continues to do so more quickly as it reaches zero.
Start by having your IDE open and ready to make some changes. We won't have to create any new classes, but we will alter the behavior of our existing ones by adding some functions.