Occasionally another player will kill your virtual character, which is impolite, but don’t take it personally.
The conventions for killing players depend on the particular MUD you are on. On combat MUD’s you can kill other player’s characters, and it is not unusual to have your player killed by someone else. If your player gets killed, then you may have to start the MUD over.
For example, on combat MUD’s like LPMUD and DikuMud, player killing is discouraged. On most TinyMUD’s, killing a player is possible but generally not done. Don’t get too upset if you’re player gets killed. Remember that this is a virtual world, not the real world.