That'll hardly be a problem. People who receive what should be mortal injuries merely wake up in one piece at the nearest Pokémon Center. As far as anyone can tell, we cannot die.

[A beat.]

But starving, drowning or breaking your neck would still be very unpleasant experiences. Don't eat the berries you find on the road, don't try to climb the ledges, and don't hesitate to run from a battle if your Pokémon is tired.