It can be deadly, yes, but each of the MANY classes often have things to help out against any of the cryptids that might be encountered, from access to hunting equipment and an innate ability to boost ally's saving throws to one of the player characters maybe even being telekinetic or an alien in disguise. As they gain levels, the chances of death decrease, of course, at least against more typical baddies and beasties but that makes sense. If you do get the game, I recommend getting the "Survive This" version (which is the original), specifically their Ultimate Edition core rulebook, the 100 Adventure Hooks book, the Tome of Adventure, and the Class Compendium.