Roguelikes aren't known for their ease of play, something
Z.H.P. embraces. As the game's story goes, the Unlosing Ranger is on his way to defeat his nemesis, Darkdeath Evilman, but is hit by a car. With his dying breath, Unlosing Ranger gives his powers to a scrawny nerd (that would be you) and dumps the responsibility to defeating Darkdeath Evilman on your shoulders. Jerk.
One of the perks to Unlosing Ranger's powers is the ability to escape death (there's an explanation... trust me). As a rookie Ranger, you'll need to venture to various dungeons in order to build up your powers. This is a tall task, so whenever you're about to die, you are instantly transported to a magical world. Once here, you can upgrade your character, take care of other business and drop back into the dungeon.