Board Thread:Episode Discussion/@comment-14138255-20160214165601/@comment-11188061-20160221083259

I actually didn't believe Tukson was going to die (because Vol 2 deluded everyone into thinking that RWBY is going to be bloodless and happy-ending-kid-show-ish) until the confirmation during the panel. Penny is an automaton, and since she's practically an artificial being it's entirely possible for her to come back. Roman is the cool Han-Solo-like villain, so I also thought he won't die until Afterbuzz proved otherwise.

As you can see, it's not that people are having problems believing people can die in RWBY, it's just that the characters they pick to die (except Pyrrha) have strong in-or-out-verse reasons not to disappear from the show.

As for Pyrrha, I totally believe she is dead though, if only because her return from death would've made the show terrible (unlike Roman, who can die and come back ten times and I won't blink an eye).