If a person dies, it is possible for friends or family of that person to go on a quest for Death (or offer themselves in servitude) to have that person brought back to life.
Those who are destined to be punished may find themselves in "Hell", which is completely of their own making. It usually involves servitude based on their greatest crimes against the universe. Some wind up banished into the waters of the Styx, where Charon serves for eternity.
Others may wind up with a new life from infancy or time to exist in the "land of legends" attached to Midworld. Others yet may go to a number of places known for the ideas of "Heaven", depending on belief system.
Death appears as a shadow or a skeletal remains in a cloak. He carries a great dark scythe that can cut through any armor and even kill instantly. Death has some armor remnants attached to his bone structure to make him look more menacing.
While the Four Horsemen are equals on the Isle of Skulls, Death is considered the leader for any great decisions.