Well, I'm on my 3rd captain now in Sunless Skies. I keep getting a little too adventurous and exploring too far out and paying the penalty (death) for it. I should probably play it a little more safe and stay closer to New Winchester until I get the funds to buy a better locomotive than the super garbage starter. Still, where's the fun in playing it safe? The game keeps asking me if I want to adjust (lower) difficulty after every death. Screw that. I don't drink decaf Sunless Skies, it's full bodies dark roast all the way.
Edit: Oh man, I almost just had to start a 4th captain. I got a bit greedy (again). I was out there exploring, I had several port reports to turn in, some nice goodies in my hold, everything was going well except my hull was a bit beat up. I ran into a marauder and decided to engage. I took the marauder down but sustained a bit more damage. At this point another marauder showed up, then another and I was almost dead, but I refused to give up my spoils and turned around, going back toward the marauders, to plunder the remains of the marauder I just destroyed. Instead of salvaging for repairs I plundered the hold because I got even more greedy, then I made a break for it with marauders all over me. Then another, bigger marauder joined the fray and I was sure my greed had gotten the best of me, but somehow I managed to get out of that deathtrap with 1 freakin' hp left and I limped it home to New Winchester, heart pounding the whole way.
I made enough money to be able to afford an upgrade to my locomotive. I though about armor to make me more survivable, but I instead bought a cargo hold expansion, because I'm greedy like that.