Hello!
I'm glad to hear you're finding it easy to understand and learn as you go. Regarding your question: If your only character dies, you can create a new one to continue exploring the same dungeon. This new character could be, for instance, a relative of the first one, seeking revenge. Alternatively, you can start an entirely new quest.
If you want to continue exploring the same dungeon, whenever you enter a mapped segment (room or corridor), roll 1d6: on a 1 or 2, roll an encounter. After reaching the room where your first character died, the dungeon generation will follow the standard procedure.
I hope this clears things up ;-)
Thank you for your support!