Characters in Dead Legends are mortals caught up in nexus of strange occurrences and world events. Bullets fly, outlaws attack, mutants with fiery eyes and howling beasts stalk the night. In all likelihood your character WILL die, in fact it is a certainty (though it might narratively happen years or decades after the time period portrayed by our game).
The key point is that your Character is mortal. They live with the understanding that death is permanent and many will believe in a final reward (or punishment) of some sort. Though death is not always final in the story of Dead Legends characters should see this as overtly strange, supernatural, traumatizing or damning! When the state of one’s soul has been the subject of collective human worry for all of history what does it say about someone, head blown near clean off an hour ago right before your eyes, to stumble in haunted, but unharmed, from the woods at the edge of camp!
Decide how your Character deals with death and loss. In their lifetime who, that was important to them, died and how did they cope with it? Have they ever watched someone die? Been in the slaughter yard battles of the War Between the States? What do they believe happens to you when you die, is it different from what they hope happens? Think about how your Character’s beliefs will be changed or challenged when confronted with inexplicable resurrection or undead reanimation. This is one of the most powerful personal stories you can tell.
Have fun with this, get crazy, Play to Lose. Decide if you want your character to end up in Heaven or Hell (or trapped forever within an Obsidian Prism) try to make choices that will bring this about. Want to be immortal? It might be possible but there is most certainly a terrible, terrible price! Be a martyr for a cause, die horribly and haunt your friends, make your final scenes a tremendous memory for you fellow players!
Think about your Character's final fate. It might not happen, the Hills are dangerous after all, but see if you can get yourself to that awesome, gruesome ending you want! Get your just desserts!