Nothing like a good death to start the day out right...
Now while the expression "you only live once" does not apply to life in Thrael, death and dying can sometimes be a pain and a bit confusing, especially if your favorite cleric about town is asleep or attending to other matters. It will cause all your spells to fail simultaneously, and will begin a countdown until your body decays, or until you voluntarily
Before level 3, if you are not raised by a cleric or dragged by a companion to one of the priests situated in the various towns, you can release or will decay and wind up at the local sanctuary. Again, our wonderful maps will help you find your way home.
A useful tip before releasing: If you should feel a sense of relief at the moment of your death, someone has seen you die, and additionally, may scry your location to rescue your corpse. Help may very well already be on the way. If you are raised by a priest, you will not incur the physical death penalties associated with Ul'Mydar.
If you are above level 3 and are not raised by a cleric or dragged by a companion to one of the priests, you will find yourself in Ul'Mydar when you release or decay. There, on what is also known as The Obsidian Plains, you will seek a guardian who, hopefully if he is not engaged in a lively conversation with another of his ilk, will take pity on you and send you back to Thrael, alive if not wiser. In addition, you will be physically and otherwise diminished for some time after reviving.
You will again be in the closest sanctuary, perhaps having one of the priests on duty clucking his tongue over you. Remember, he is not laughing at you... he is laughing with you.