Original: Prue's death is not established until the premiere episode of the fourth season, "Charmed Again", in which we begin the season with an anguished Piper trying to resurrect her spirit. Instead, the sisters' grandmother appears, telling her that Prue is safe and with their mother and that seeing her now would only hurt her chances at accepting that Prue was not going to come back.
Simplified: Prue Halliwell: Prue was the oldest sister of the Charmed Ones.