Basically, always backup your save games, and save regularly. That way when you die, and angband deletes your character, you can copy your last save game back, and start off from there, instead of having to start a completely new
game. (which is a bad idea, considering how long it can take to get up levels!)
Watch out for "You have a special feeling about this level" messages. They denote either a unique artefact or a monster pit.