Be advised, TheMac that with a permadeath game, there is no save/load, A familar genre to this is rogue-like games where permadeath is almost the norm. Also some games allow you to enable hardcore mode game to turn on permadeath (Terraria and Diablo are only two example). In Haven and Hearth, when you do not have that option; you cannot even save scum like single player rogue-likes.
With that in mind, that in order to proceed further, you need to steel yourself against the strain of losing your character, perhaps multiple times. I sympathize your loss as I know the feel of the first time of losing a character. However I will tell you now that at the current world, you are going to stand to lose at least one character while learning from those experiences. My final advice is to not be too attached to your character. If you still aren't able to deal with the loss, I'd suggest to find a non-permadeath MMO.