I died two times. ...Three, really, but my sister played the game when I wasn't looking and got me down to one heart, and when I tried to save myself from her stupidity, I died. -.-
The other times I died was once in Lanayru (I didn't know that those monsters that turn into little balls in the past could shock you while you held them) and the other was Demise because I was stupid and thought I had a fairy when it was really just a potion.