I saw on your comment that you wake up gasping for air. You might very well have sleep apnea, where you temporarily stop breathing for short periods of time throughout the night. You really should see a doctor, there are multiple ways to treat it.
Yes, it is possible to die in your sleep. But there must be a cause for such a death. People have reportedly passed on while sleeping through heart diseases and failure. You need to visit a psychologist for expert advice.