I died in a dream once. It was in a car crash, I knew the car was going out of control (I wasn't driving - Pop was), and I was in the back seat, and I knew I was going to die. I think I checked my handbag or something at that time. Anyway, when it crashed into something, everything blanked out to black suddenly and I couldn't feel anything but I could hear voices, and the voices of memories fading away, without any visions (literal like, sound fading) and just seeing black, then just... nothing. It was strange too because it was the only time I've really seen just black in a dream, as opposed to being asleep.
That's what I think dying is like.