S&S was my first experience in the Pathfinder world and I got hooked. I played the scenario a few times now. Normally, my buddy and I take two characters each to fight through the scenarios. I find that more entertaining than one character each. Once you start, I suspect you will find yourself running out to get the expansion decks. That being said, S&S was the first base set released. I have noticed the game has evolved with the newer base sets.
Personally, I prefer Wrath of the Righteous now. Small tweaks, like the monsters scale better as you move up levels. For example, a monster might have need 8 damage to kill in S&S, but when you reach higher levels, that is your bonus(ie. no need to roll). In Wrath of the Righteous, a similar monster might be 8 plus twice the adventure deck number. For for Adventure Deck 5 that would be an 18, not an 8.
Also, they added a trait call corrupted, which makes using blessing more interesting (or at least more costly).
As for dying, it is your game and you can do whatever you want. I know when we started, we played a "time travel" rule for dying. If someone died, we just reset the level. No one was allowed to keep any acquired cards from that failed level. We did that because we were learning the game and figured we would make stupid mistakes.
Whichever one you start with, I think you will enjoy it.