Hey Zaba, welcome.
There’s been several discussions about it here on ld4all, check these topics out:
https://community.ld4all.com/t/dying-in-a-ld/22016
^^^ The original topic has been merged into this one now
[If you die in your dream do you die in real life?)
I think dying in an LD might be cool, maybe you’ll turn into a spirit or something (all in the dream, of course) . IRL, nothing happens… except for maybe you wake up.