In DW failure means consequences, even DEATH
When a character rolls 6- you make a hard move. That means a move that has immediate and irrevocable consequences.
In my opinion (I'm unsure on the exact rules) a hard move always comes after a soft move, and the soft moves shapes the hard move.
Soft moves cause danger and prompts players to act and therefore trigger their moves. Hard moves comes when players don't deal well with the danger and get the consequences.
Although DW is constructed in a way that makes action flow and failure advance, failure exists nonetheless. Players can utterly fail.
For example let's imagine a trap (without a thief)
Soft move -> You give clues about the trap
Ask your players: what do you do?
Their answer might mean direct resolution without roll or might trigger a move and mean a roll
If they fail the roll you get a hard move, and that can actually be the full effect of the trap (beheading for example).
This is all connected to the narrative. So your players should narrate their actions in a way that makes failure non lethal.
Soft move-> There's the flying tower tied with a massive chain covered with moss and algae, it seems the only way to get to the tower but the ascend seems terrible difficult and a fall would be mortal. (See, you state the dangers, that's a soft move).
If your players decide to climb it it's their decision, if they fail the roll they must die.
But they have other options! They can use the narrative to circumvent the dangers. Just have to use some rope and ascend while remaining tied to the chain. This way it's impossible for them to fall to their deaths.
If they do this you could decide they get to ascend without even rolling. They still might fall two or three times but they won't have a problem getting up again.
Or you could state another danger with a soft move: "With the rope there's no way you will fall. But although the guards will not notice someone ascending up the chain they might notice someone dangling from it".
Now it's their turn to act. Maybe they devise some way to distract the guards without rolling any dice so you could let them ascend the chain without a roll. Otherwise it's time for a roll and if they fail the roll the hard move is obvious; they get noticed!
Try to state your dangers (soft move) clearly. That will make the following hard move obvious, for you and for your players also. So when they decide to climb a chain covered in moss and algae they know a fail will mean death. There's nothing wrong with killing your players, just make sure you all know their actions might end up in death just by the whim of the dice.
People say in DW failure makes the plot advance bla bla bla, but I disagree. Failure means failure. You are the GM which means you can indeed make the plot advance from a failure. But you can also run a really hard game where there's death at every roll of the dice, DW fully supports this. Even more so, partial success means you get to make more soft moves, which can perfectly mean stating more dangers, with more dangers means more chances of a failure and a hard move that might perfectly end up with death.
DW tries to makes the plot advance through PARTIAL SUCCESS. Causing partial success means players get what they want but you get to state new dangers and new complications! Which they will have to react to! Which might mean more partial success and so more dangers and more complications! Etc, etc...
But new dangers might also mean FAILURE or TOTAL SUCCESS; you need to be aware of that. Success is not a problem because afterwards you can make new soft moves and keep the story going. But failure means failure and sometimes even death.
The tone of the game is set in the soft moves. Soft moves are the building blocks. If you want failure to not be a big deal your soft moves should reflect that. If you want failure to mean death your soft moves should reflect that.
If you are not ready to kill your characters don't use a soft move that might end in death. If your characters decide to roll even with the stated danger of death be consequent and KILL THEM IF THEY FAIL.