This thread brings back some memories...
Oh how it does.
Just like in real life, exploring has risks. You will lose characters this way, they will die, likely miserable and screaming in agony. Staff may bail you out, or they may just go, Welcome to Armageddon! Either way, you learn from it and you move on. Welcome, and I hope you have fun.
Some tips for you: Make some friends in-game, go join the Byn, and realize, the outdoors is risky and extremely dangerous. My very first character got in with an independent group and I learned a lot about the game, especially how to survive. I still utilize what I learned then to this day.