One thing I've noticed as a DM and player over my time roleplaying is that players ca n often be terrible judges of how well they're handling a particular encounter, particularly in combat. Very often, on both sides of the DM screen, I've seen players genuinely fearful and frequently frustrated over their surmised outcome that they are going to die; all because they are playing sub-optimally in a given encounter, and aren't outright steamrolling their opponents.
This is a feeling that's frustrated me, for some time, and I've always felt that it's derived from two things:
1. The idea that defeat always equals death.
2. The expectation that every encounter must be resolved with violence; frequently to the death.
This is something I've struggled to make my players slowly unlearn, because not only is it a bit frustrating that my players have little faith in my ability to kill or spare them if desired, but also because I believe stories can be FAR more dynamic if combat and death are not the only ways to resolve an encounter; knowledge that I feel has been largely lost with the modern rendition of D&D's assumption of being a combat simulator, and the further loss of Morale and Reaction rolls.
But, I have some pieces of advice to maybe address this constant fear of death. Death, in my opinion, especially when against intelligent opponents, should be a last resort. Nobody wants to die, and few want to fight in the first place.
1. Defeat does not have to equal death.
Perhaps obvious, but the most important piece of this. Without accepting this axiom, the others become moot. Death is far from the only consequence of conflict, and accepting this can lead to more dynamic and engaging stories; imprisonment, repossession of treasure, even fleeing are all possible resolutions of 'defeat' that do not have to equal the loss of a character. Now, granted; against animalistic opponents, this is not necessarily true, and the threat of death remains. But humanoids rarely wish to fight, especially to the death, and are usually looking to find some sort of value in the risk of combat; and if none can be found, a fight will likely never occur at all.
2. You are not dead until you're dead.
The meaning of this is simple: until a character is dead and lost, then there are still options to avoid said fate to employ and explore. Bribery, fleeing, even begging; there are always options to take, and compromises to be made, especially against intelligent opponents. Assuming that there was value to be found within conflict, there is likely value in letting you live; perhaps by offering services, knowledge, or simple treasures one can negotiate their fate, and escape death. Perhaps one can offer to lead their assailants to more treasure that the party has stored elsewhere, and if accepted could use this time as an opportunity to seek escape. But the message is simple: you have answers to save your life that are not necessarily on your character sheet. Expend all options if you must.
3. If you are fated to die, die boldly.
If death is truly inescapable, and all other options have been expended or otherwise negated, then the answer is simple: make the death memorable. If the only possible consequence to a conflict left is death, then all there is left to gain is dying with glory. Stand tall before the dragon, be defiant to the mighty lich, never flinch before the horde of goblins. Don't be an idiot and throw yourself to your demise of course-- but when there is nothing left but glory to obtain, then seize it with both hands.
And that's about it. I understand caution as a player, and the desire to not witness the death of a character, or more drastically the entire party; but I believe players should practice a bit more trust, that there are options beyond death, and beyond conflict itself. Accept this, and you will be surprised with the kinds of stories you can tell, when death is not the default assumption, but the last resort.
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