During playtesting, both when I have run this and when others have run it for me, we have usually limited the number of attempts to overcome a challenge to one or two. You are of course free to do as many tests as you wish, but I find that letting the consequences of failure change the circumstances and maybe divert the players' path, or require them to try a radically different solution, ends up being more interesting.
If a natural consequence of a failed roll is death, you can let that death ride, if your player is okay with it - but you are also encouraged to think up alternate solutions. Maybe your player drops into the chasm and gets separated from the rest of the group - but they end up falling into a strange pocket dimension of darkness, or maybe they land on something soft and find out they're in a labyrinth of narrow caves, or maybe they blink and find themselves somewhere completely unexpected.
The Dark Below is meant to be a twisty, surreal fantasy of a journey, which means that the normal, mundane consequences of physics don't always need to apply - unless you want them to.
Best of luck with your game!
Thank you very much for the feedback!
So, let's assume your party of 4 Exiles come to the bottomless pit and decide to jump over. You say that's a 6+ They choose to try and make a ladder — you wouldn't roll for that, you'd just maybe adjust the difficulty to 5+
Then, do you make a single roll for all 4 Exiles, or do you have each Exile roll for themselves?
They're making one ladder and climbing down it? *I* would probably say that's a single roll, mostly in the interest of keeping things moving. But if you want more tension and peril for your players, then individual rolls are fine too!
It all depends a bit on what sort of mood and atmosphere you're going for in your session.
The first session went well. Andre the Gambler (who learned what should not be known) has a broken arm and discloated shoulder from falling out of an iron tree while a flock of wire and bone birds attacked him, Pat the Gondolier (who crossed the river the wrong way) had his shadow devoured by shadow hounds and is now tissue thin, and Donna the Grave Robber (who stole the Queen's head) has been left behind on the platform as the last train rolls away into the darkness.
Next week they hope to find the One-Eyed Captain's Levaiathan and recover the Captain's eye in return for a clue to the Exile's Gate.
I'll post something about the deck-based generation system I'm using when it's all done.