A 39-year-old Brooklyn man lost his life on Sunday at Napeague Harbor in Amagansett, where he had gone to kite surf. His death was the first of two on the water that day. That evening, James A. Weber, an East Hampton man who was to have celebrated his 45th birthday yesterday, died after collapsing in shallow water on the west side of the Three Mile Harbor inlet near Sammy’s Beach in East Hampton. Nicholas Valtz, a managing director at Goldman Sachs Group in Manhattan, left his house in Bridgehampton early Sunday for Napeague Harbor.