For the risk of getting COVID - of it transmitting from someone else to you - I like this graphic from www.covid19reopen.com :

You can see that the main risks of getting an infection (the black circles in the upper left) are related to the amount of exposure (close spaces, more people, more breathing/coughing) and the amount of time involved (longer interactions). So obviously indoor spaces with lots of crowded people are the highest risk, while outdoor spaces are the lowest risk. Somewhere in the middle are brief interactions (picking up food, passing someone while shopping). This graphic is meant to be a guide - not the final answer. I can think of lots of ways that some of the low/medium activities could be made high risk in certain situations , and I can think of cases where the high risk situations in red could actually be a fairly low risk with the right precautions. But in general, the more people, the closer you are, and the longer you spend with them, the riskier it is.

As for risk of dying this mainly comes down to personal risk factors. The CDC has a good page about this, but the short answer is that the risk goes up with age, and it goes up with chronic conditions. This perhaps makes sense - almost every infection is harder to recover from if you have heart disease, diabetes, or a disease that weakens your immune system. What I think is surprising about COVID is the effect of obesity, which turns out to be a significant risk factor at any age.

So if you are someone who has some risk factors and you find yourself frequently doing activities in the red area, you need to reconsider that, whatever it is. There are too many other ways to conduct business, see friends and family, and worship, to afford that risk.

References:

https://www.covid19reopen.com/resources/covid-19-daily-activity-risk-index

https://www.cdc.gov/coronavirus/2019-ncov/need-extra-precautions/index.html