One of my players is a scion of Basaia, with a great bloodline, and he rolled Invulnerability as one of his powers.

Would he know what the "special" way of killing him is? Actually, would his character even know that he cannot die in a normal way?

Of course it's too late to keep it secret from the player, but it would cool to have the character "die" once, and then wake up like "what the hell just happened?"

Once his enemies realise that he cannot be killed by usual methods, how can they find out how to kill him?

And finally, can you suggest some special ways to die that would fit a scion of Basaia? I was thinking that his body should be encased in ice, and than must be shattered under a night sky without moon. Any other ideas?