As CPT38 mentions I would encourage your friends to look more into how permadeath works if they're thinking a more dangerous style like being an explorer and adventurer is how they want to play. It's easy to think, "Oh I can die permanently so I won't take risks" but perhaps if they look at the specifics they might come to the conclusion that while it would suck to die it's not like it throws all of their fun out the window. The wiki article on death might be something interesting for them to look into,
http://chroniclesofelyria.gamepedia.com/Death#PermadeathversusCharacter_Permadeath
And on the other side of the token, increased risks lead to greater senses of accomplishment. If you're sweating bullets exploring a hithero unknown tomb because you know opening the next crypt might unleash an unholy horror that will rip you to shreds but you manage to sneak past it and acquire an ancient relic of ages past imagine the rush and exhilaration.
For some people permadeath will just be a pill they personally don't want swallow but it's best to make that decision with all the information we have on how it will work available to them.