While your mortal body stays behind, your spirit enters the etherworld where you must search for a priest who can pull your spirit back into the realm of the living and reform your body.
Large red beacons of light in the sky signify the location of a priest. You can travel to them through the etherworld, or open your character window and teleport directly to the nearest priest.
You can also teleport directly to your home priest.
When you have chosen a location you would prefer to call home, you might want to bind your spirit to the local priest. Upon death, you may return to your selected priest at any time.
Failure, embodied by death in this case, can be the greatest teacher.
Remember, death visits even the most experienced players. The difference is how you prepare for it and how you learn from your mistakes.
Those with a good amount of resilience will find success easily by learning from their failures and becoming more knowledgeable with every death.