I died and respawned in a place I've never been to before

Well which are you playing?

Ultima 4: Respawns in Lord British's Castle, gold is always reduced to 200 even if you habe less than 200 gold it always returns to 200, Food is the same as you always had.

Ultima 6: All Respawns back at Lord British's Castle.

Ultima 7: Respawns at a house near Britain, but if other party members died before you their bodies stay where they are only to be carried by you to Lord British so he can revive them.

Ultima 8 and Underworld, just old game over and load last save game.

The Ultima Underworld games are a little more complex:

In Ultima Underworld 1, if you have found picked up, and planted the Silver Sapling (found near the entrance), you will respawn there (with a couple of places, such as the final dimension, excepted). If you haven't done this, or if you're currently carrying it (it can be dug up and planted in a new spot whenever you want to move its location), death is permanent.

In Ultima Underworld 2, death is permanent if you're anywhere in Britannia (the castle or sewers). Dying anywhere else causes you to respawn next to the blackrock gem at the bottom of the sewers.

In the case of The Serpent Isle (Ultima 7 part 2), you will be respawned at an appropriate location within or near the area that you were adventuring in. If you're in the past (as part of The Silver Seed expansion), you'll be revived at the healer's office.

In Savage Empire, you should be revived at the Shaman's hut, and in Martian Dreams, at the landing site by Dr. Blood.

There are a few plot-specific exceptions, such as the Dream Realm in The Serpent Isle (and Martian Dreams).