Expect your PCs to die if you are playing a campaign set in Dark Sun. Dark Sun is a deadly campaign setting and death is par for the course.
“This rule reflects the fact that daily life on Athas is much harsher than it is in other AD&D realms, forcing characters to mature more quickly if they are to survive.” – AD&D 2e Dark Sun Rules Book
The rule in question is the one which states that characters start at level 3 in the AD&D version of Dark Sun. With the changes in the game since this edition, especially the fact that in 4e level 1 characters are a lot tougher than their previous counterparts, this rule is no longer needed.