ITT times when a game you're playing lies to you, either blatantly or in a subtle manner you only discovered later. No plot twists "Gasp, the character lied and was actually the villain!" stuff, but i mean actual gameplay; like having a Yes/No option but the same thing happens from either choice. It doesn't need to make sense or even be true, it just needs to feel at a personal level that "This game lied to me." So:
You don't die in Demon's Souls.
"But the screen says..." Yes, i know what the screen says. At first i was just as annoyed as anyone would be that "Oh shit, i died." but later i found out that the "You die" screen is not a traditional RPG game-over, or even a roguelike game-over. In fact, you don't "die" at all.
My reasoning behind this is that Demon's Souls has turned the players' own body into an item, a commodity that must be traded back and forth between the player and the game in order to allow the player to do what he wants; like using an item that gives a + to one stat and a - to another. (This is even reinforced by gameplay mechanics involving blue/black phantoms; something you can only do while in soul form!)
Your health bar is not a health bar in the normal sense of "If this hits zero, you will have to go to the loading screen and reload your save" No. Your health bar is actually more like a timer that's 'paused' and is only advanced or put into rewind when you come into contact with an enemy attack, or use a healing item. If the timer hits zero, your "body item" is destroyed and you must use a replacement body item (Stone of Empherial Eyes) to get another body. Alternately, you could view soul-form as a de-buffing "curse" that's placed on your character when his health reaches zero, that reduces your maximum health and can only be reversed by using the Stone of Empherial Eyes; like revival sickness in some MMOs.
Also, the soul points you lose when you die can be considered as a coin purse that will always drop when you die, and that the "blood stain" is just a fancier more abstract and in-theme way of drawing "Here is your money bag you dropped when you died"
If you don't believe any of that, then think of it like this:
If you could truely "die" in Demon's Souls, your soul form would be capable of destruction almost as much as your body is capable of, and you would be forced to re-load your game from a previous save (manually)
... All of this is opinion and conjecture (thus no real point in arguing over it) but it does make it more comfortable for people who can't handle a failure that involves losing time spent (like me)
Now, post the times when you (think) the game you're playing is lying to you!