Several years ago on MTV, I saw a TV show where they put myths to the test or something. It's been confirmed that the myth of dying in your sleep = real death is false.

Same with dying when you do body paint.

But anyway, no, it's not true. I've actually died once before in one of my dreams. Not really going to say how, though. Kind of sexually explicit. ...As are 85% of my dreams. >.<;