Character will die when the HP becomes 0. However, it doesn't mean the end of game. Player can continue play after the character becomes a ghost- eat chests to enhance teammate's ability.
As a ghost, player can click character and move. When the ghost passes a chest in the map, it will pick up items in the chest. There are chances to get very precious E weapon. Ghost can use these items on teammate's weapon during the teammate's turn to attack.