Dying in Sunless Sea is terrible. The game doesn't really support retries:

- Writing a will is a major PITA and hurts your current captain: you can only pass on Treasures or collections of Artifacts (basically less-liquid money) that you had set aside and thus took out of the current captain's funds. Instead, get a Scion asap and pick the two legacies which give you bonuses to the two useful stats and 50% of the dead captain's total money each (for a total of 100%, duh). Other choices are traps; thus, you're punished for trying a character different from the one you're playing -- obviously not replay-friendly.

- Combat is a trap, because of ship and equipment prices and fuel consumption. Combat only has three modes:
(1) starting ship, no upgrades: avoid everything.
(2) starting ship, best gun which fits: kill an annoying crab every once in a while.
(3) frigate, two best guns: kill stuff for quest components.

- Trading is a boring waste of time. Only a few routes are profitable, and you sail around repeating them and seeing the cash total go up. Trading while you're doing quests isn't possible: your hold is filled with essentials and quest items. Better to advance several quests along the way and hope for decent payoff than advance one and waste fuel on repeat trips.

- Everything is largely the same when you restart; you repeat the same damn quests in the same damn way.

- It's not a proper roguelike. It isn't designed to bear out "winning" in the objective sense because you can grind for improving the odds of most action resolutions in absolute safety. The purpose is to procedurally generate an entertaining story, and it's up to you to decide what odds you personally find entertaining... and then it punishes you for choosing to not grind and to not win all the time by sneaking a lolrandom death.

- Requirements are not listed consistently. It's not possible to know beforehand if an option with requirements will deduct them from your inventory or not when it should be known in the context of the story.

- More generally, consequences intentionally make no sense because everything is oh so surreal. The devs tried to mitigate the problem by putting warnings on options which will kill you (typically "Do not do this" in blue text), then went back on that by marking at least one harmless option in the same way. Some consequences are secretly randomized, good luck figuring out which if you get a bad outcome the first time around.

To summarize, if you die to a story event, combat or poverty, it's because you didn't know the proper response or were just plain unlucky to get noticed by a monster or to not stumble onto profitable story events, and you get better at the game by learning the best options and retreading the correct path with the same character, at the expense of discovery and fun.

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That being said, the new winning condition introduced in Zubmariner is awesome, and it's all about not dying. Dying sucks in this game. Don't do it.