Dying in a dream can represent fear. It may be a fear of death itself, or a fear of something within your life. Death can be seen as a way of the ultimate escape. Perhaps, you’re trying to run away from something in your life and you most likely know that you can’t get away. So your dream creates the ultimate scenario where you escape in the only way you’re guaranteed out of a situation, by death.
Dying is seen as an escape from ones problem, or a fear of consequence. Maybe you’ve done something you’re not proud of, and your mind is punishing you in a way where you’re forced to constantly think of what you’ve done.
In either case, you have to go and confront your fears. Face your challenges head on and keep progressing forward, that’s the only way to overcome them.