Few dreams sound more alarming on the surface than your own death, and it's worth saying clearly up front: this is one of several dreams in this tradition where the folk reading runs opposite to what the imagery suggests, in the same family as losing money or being bitten by a household-guardian snake.
Dreaming of your own death is very commonly read as the ending of an old phase of life and the beginning of a new one — a symbolic death and rebirth rather than a literal warning. This mirrors a similar reading found in the funeral dream elsewhere on this site, and lines up with how dream psychology outside this tradition generally treats death imagery too: far more often about transformation than about actual danger.
A peaceful death within the dream is read as a smooth, welcome transition into a new chapter — change that you're ready for, even if part of you is nervous about it. A violent or frightening death is read as a difficult, forced transition, or a change you're actively resisting even though it may be necessary.
Attending your own funeral and watching loved ones grieve is read a little differently again — often connected to feeling underappreciated in your current waking life, worth taking as an emotional signal about how seen you currently feel rather than a literal warning of any kind.