Death
Even though death is a reality in almost every fictional world, it shouldn't strike characters arbitrarily. Dying isn't fun, and players shouldn't have to lose characters to circumstances beyond their control. The solution to this is simple--with a few exceptions, characters cannot die without player consent. They can be beaten within an inch of their lives, but they cannot be killed.
This does not mean that characters can flaunt their 'immortality'. Remember that most characters don't think they're unkillable, and taking stupid, out-of-character risks and expecting to walk away from them is unwise. If you are found to be engaging in such behavior, you will lose consensual death privileges. If your character dies, you will lose that character.