Oh no, nothing like that. I don't think you can die while in another plane. That's never even occurred to me as being a risk and I've never seen or heard anyone speak of it when visiting other realms using psychedelics, astral projection, meditation, etc. This was more around not getting stuck in the fear and not feeling like I had to move through it alone.

Negative entities can attach themselves to you if you're not careful so it's good to get protection from that, although I rely more on my spirit guides for protection against them. I always set that as an intention at the start of everything.