In fact one of the better comparisons between Bloodborne and old video games is that you should get used to dying. A lot. In the Demon and Dark Souls games that had a tangible effect in that each time you met an inevitable untimely demise, your player character began to take on an increasingly ghoulish appearance, and your stats would drop. In Bloodborne, death means losing Blood Echoes (the main currency) as you're bumped back to a checkpoint. But those Blood Echoes can be recovered provided you don't die again from wherever you got killed last time. And encouraging players to return to the scene of their own demise is actually a deviously clever piece of game design, because dying is sort of the point of Bloodborne. It's not an irritating impediment to progress (maybe sometimes). It's a careful nudging in the right direction. Soldiering on is a matter of judging the risk vs reward, but a lot of the time dying is beneficial. You'll know where the enemies are, the traps you fell down, or whatever, next time you do it. And by repeating the same sections of the game you get better at it, until you end up like Michael Cera when he goes through the climactic scene of Scott Pilgrim Vs The World a second time and defeats all the obstacles without breaking a sweat.
Tom Baker is the Comics Editor at WhatCulture! He's heard all the Doctor Who jokes, but not many about Randall and Hopkirk. He also blogs at http://communibearsilostate.wordpress.com/