It's better to understand what's going on now rather than be scared when you get there (granted you'll be terrified beyond reason anyway, but that is beside the point).
  • Once you "die" (when your soul can't take anymore and dies, so to speak) you return to Hell's Gate once more and start all over again
  • The only time you do not return to the gate is if you are condemned to stay in the Torture Chamber or the Chamber of Infinite Death
  • You don't remember how you "died" or where you went when you "died," - you just remember that it hurt like hell
  • The only time you remember how you "died" is when you are condemned to the Torture Chamber or the Chamber of Infinite Death.  
  • One might assume that you can stay still to avoid "dying," but unfortunately the ground is way too hot, so if you stay still you'll be burned - it is imperative that you keep moving