Turt's showing everyone up on helpfulness.
Awesome list of info.

[quote=Overwatch]
I understand. And I can accept that. What's so bad about dying though, if you come back?
[/quote]

I haven't read through everything Turt put up, but Dark Souls punishes the player way more for dying than the average game. 

Going off memory:
You're set all the way back to wherever the last bonfire you sat at was. Any souls you earned (the currency [i]and[/i] experience points of this game), that weren't used are lost when you die. Doesn't matter how much you had, it's all gone. You have a second chance to get what you lost, but it requires you not dying again before you pick 'em up.

If you're human when you die (and this requires using humanity (or beating a boss?)), you go hollow. Most prefer it this way, since it loses the risk of invasion from enemy players and such, but that cuts down on your health bar's maximum amount of HP. 

I can't remember if you lose any humanity on you when you die or not. Been too long since I've played.