You can't die while getting the first two Ghosts, but if you fall to your death in the jumping puzzle, fear not. The 3rd Ghost will still be available to collect. For the Ghost in the Trials of Kabr, max out your agility and, if you don't know the route, practice first. For the fight that occurs in the Templar's Well, stay atop the pillar on the left side of the area (the same pillar most people retreat to during the "The Templar summons it's Legions" phases during the raid). Don't forget to pop a Three of Coins while fighting the Blighted Descendant.