Minecraft wiki entry for Things_not_to_do, associated text: Do not get caught on fire. Fire cannot be easily extinguished in the nether, as water can be placed only in cauldrons.‌[Java Edition only]
Do not right-click a bed in the Nether - if you do, it explodes. A player on an overhang when using bed could potentially fall into lava due to the blast. If the player dies in the Nether (when not in Hardcore mode), the player respawns in the Overworld, unless they have a Respawn Anchor with at least one charge remaining. This can be a good thing, because in single-player or if no other players are near where the player died, and the player's spawn point is in the Overworld, the Nether chunk unloads and the player has plenty of time to re-equip and return to the Nether for their items. See this section.