What happens if you die in a dream?

That means your dream will last forever.

Another response:

Dreams of death can have completely different meanings to persons in different circumstances. One possibility is a longing for or fear of something ending that is very important in your life. For example, a student approaching graduation might dream of dying because an important time of life - being a student - would be coming to an end. That situation is always a mixture of fear and anticipation, both beginning and ending.

Similarly, one might dream of death if one fears losing a job. That would be entirely natural, since in our culture our identity and sense of who we are is very closely related to the work that we do.