When you die, you leave behind a mark and drop all the Runes that you have been carrying. You can recover a portion of your dropped Runes by heading back to the place where you died, looking for your mark, which appears to have shimmering branches sprouting from the ground, and interacting with it.

If you die once more, without retrieving your Runes, you will create a new mark, and the previous sign will disappear, losing all the Runes it held.