When you are dropped to 0 or less HP, in each of your turns you roll a d20 and consult the table below. On the first roll on the table after you are dropped to 0 you can get a result that is lower than 1 and risk dismemberment or injury. Otherwise when you are dropped to zero HP and remain unconscious, any of the subsequent rolls have a minimum roll value of 1 (as you roll this each turn). If you are healed to full by another player or creature before your first roll on the table, you make a roll on it anyway to see if you lost an arm or some such, and can ignore the effects that aren't dismemberment or injury.
A character dies when they reach their bloodied value in a negative HP. This represents dying of injuries and bloodloss, or catastrophic injury like decapitation.