When your character dies in non-[Protected] areas, you will lose a certain amount of experience points.
This is called the character death penalty, and when it occurs, a [Cross] icon will appear in the upper right corner of the game screen.

You can recover from the death penalty by clicking this icon,
using either [Free Recovery] (given daily for a limited number of times) or by spending Gold/Diamond currency.

For more detailed information about character death penalties, please check the [Death Penalty and Recovery] guide.