How to handle overly aggressive Characters ?

I’m fairly new to D&D, and I also DM a campaign with a bunch of my close friends and even siblings. I completely understand why you would want to be delicate about this- I do, too. Maybe there is a way to be kind about it, but still firm. 

“Hey, guys. Recently, I’ve been struggling with DMing a lot because I feel like the plot is stunted when you guys kill my NPCs. Would it be okay if you could tone it down, so we could have a lighthearted game?”

They may not listen, so that’s when you may want to consider in-game consequences. Maybe have a bounty put on their head. A bounty hunter could hear about them, for example, and chase after them, sort of like the Mandolorian. This could put pressure on the character to change their alignment, and I would suggest talking to them one on one about the possibility of that.

If they still don’t listen, start small by removing them from one session. Be kind about it, of course, but real friends should be a little firm with each other, sometimes. If they have an issue, talk it out with them, but don’t take away the consequence. If the behavior continues, tell them you are considering removing them from the campaign. If they still don’t stop, then do so.

I know it’s hard, but a fun game between you and you’re other friends is absolutely worth it. Good luck!

FAFO.  Let the world punish them for their behaviors.  I've had a character who had to flee a major city and was hunted all across the nearby areas for his misdeeds.  I had him learn from all this and he had a nice little redemption arc. 

 Thanks, there´s some very useful suggestions.
Again: No ones fun has been ruined in our group yet. 
I don´t want to punish any of my players but steer in the right direction before things get out of hand or start becoming a problem.

Quote from Caerwyn_Glyndwr >>

I will start by saying that Rime of the Frostmaiden is a notoriously bad adventure - it has issues being directionless, has some serious pacing problems, and has a main villain who inexplicably dies with two chapters left in the campaign and who is so utterly uninteresting as written D&D Beyond once did an entire article pretty much apologizing for how bad Auril was handled in the text.

 
This also surprises me, I had the impression that Frostmaiden was actually a highly regarded campagin, and me and the group are really loving it.
Though I already have made some substantial changes to Auril and her "spell"
I also made up a simple reputation system for several factions early on and told my players that their actions would influence what these factions might do later.

But yes, I think because the players killed off most of the knights of the black sword, I´ll make that weaken the defenses of Caer-Dineval when the dragon attacks.

No, Rime of the Frostmaiden is widely regarded as one of the worst 5E modules ever made.  The tone is indecisive and swings wildly between grimdark and whimsical, the rules presented for things like the dog sleds don't actually work, most of the module is a series of unrelated side quests, and Auril herself is a severely unimpressive boss fight.

Quote from ArmorStorm >>

FAFO.  Let the world punish them for their behaviors.  I've had a character who had to flee a major city and was hunted all across the nearby areas for his misdeeds.  I had him learn from all this and he had a nice little redemption arc. 

 IME murderhobo players take that as a challenge or enjoy that chaos they created. You need to actually tell them you are upset and want them to stop for any of that to make any difference to their behaviour.

Quote from Agilemind >>

Quote from ArmorStorm >>

FAFO.  Let the world punish them for their behaviors.  I've had a character who had to flee a major city and was hunted all across the nearby areas for his misdeeds.  I had him learn from all this and he had a nice little redemption arc. 

 IME murderhobo players take that as a challenge or enjoy that chaos they created. You need to actually tell them you are upset and want them to stop for any of that to make any difference to their behaviour.

 Yeah, "He's killing too many people so here's more people attacking him" really isn't a solution to the type of player who thinks getting 5* wanted level in GTA is the point of the game. Punishing any sort of player behaviour in game without actually talking to them is almost never going to work, if nothing else they may not take the hint and even connect the punishment with the problem and realised they even are being punished.  

I find that you let them.

Don't try to 'handle' it. Give it a consequence. NPCs have just as much free will as players, and if the players learn that they can scare anybody they like and nothing bad happens, it'll get worse. Make the merchants close shop or increase their prices tenfold for ONLY the character. Citizens will run and hide. The character will have to have a kind of "time out" from roleplay, being forced to leave conversations until he reforms. He might feel left out, but his character might change for the sake of the campaign.

Another way is to make the players realize this as well. If they see NPCs reacting differently to them because of aggressiveness, they might just try to keep him in check. This especially works when a long time friend of the party leaves them. They'll think "Oh, we are terrible, aren't we?". If they loved the character, they MIGHT just think again.

It's also about connection. If their first reaction is to take advantage of the world instead of learning about it, humble them. Make them realize they don't know half as much as they think they do. When the big guy learns, he changes. I normally do this by making the players search for answers instead of giving it them. A running mystery creates a running campaign. Suddenly, every interaction between PCs and NPCs becomes a real conversation with each side looking for some kind of answer instead of "the DM and my friends made me talk to you so I'll demean you with my funny aggressive personality"

Oh, also switch the levels off of XP if you have it set to that!