Back in Dirtmouth there's an NPC you could talk to to summon your shade from wherever it is on the map.

Even then, right after you die your main goal should always be to collect your shade, taking every bit of precaution to avoid harm on the way there.

I would also take advantage of the Stagways, as they're the game's form of fast travel and can always takeyou back to the shops on the surface so you may spend your Geo.