Well, this poem doesn’t actually have a title. Dickinson didn’t publish her poems in her lifetime, and they were found in a drawer after her death, bound up in little handwritten books. So, maybe if she had prepared this poem to be published, she would have picked a title, like "Where the Heck is the Flyswatter?" But, she didn’t, so we did what most people do and called this poem by its first line.
When you do that, the first line is basically repeated, which really drives home the whole buzzing fly idea. Still, if you reuse the first line as the title, you’ve got some choices to make. Do you cut out the weird capitalization and the dashes and turn it into "I Heard a Fly Buzz When I Died"? We’re not here to say which is better or worse. Still, every time this poem shows up with a title, it’s being shown to you in a way that has nothing to do with what Emily herself might have wanted. Again, not the end of the world, but something to keep in mind.