You’ll gain experience slowly. When you reach Level 2, it will mean something to you! So pick your feats, skills, spells, and equipment with that in mind. Part of the fun of this campaign will be the difficulty and danger of it. You will have to think outside the box and utilize the resources you have at hand, because you won’t be super-powered.
And if your character dies, he is dead. Resurrection is possible, but it’s very expensive and there are drawbacks and limitations to it. See the Religion section for more. The easiest thing to do would be to just not die.