While it might appear that you died, you did not. Instead, you regain 1 Stamina and can spend 1 or more Recoveries. Additionally, you gain a 1st-echelon trinket of the Director's choice (see Treasures earlier in this chapter).
At a dramatic moment determined by the Director, you rejoin your party with an explanation for your narrow escape, and how you found your new trinket along the way.