First things first, which means getting rid of the obvious stuff: Helldivers is a very unforgiving game. You can die, you can kill your partners, you can even destroy your own equipment. Likewise, some of your equipment can kill you. All of the above translates into one simple, yet hard to accomplish thing: you need to be careful at all times.
It sounds awful, yeah, but that’s what being a helldiver is about. And it’s no surprise coming from the very same guys who made Magicka: a game in which friendly fire became such an important thing that players would often forget about the story just to kill each other.
Besides friendly fire and other more crushing dangers, there’s also the lack of resources. Helldivers has an intense resources management scheme, in which you can run out of equipment, but you can call out for diverse supplies (delivered via orbital drops). The catch is that these deliveries take time and are, in many cases, pretty limited. This moderate limitation requires smart rationing (especially concerning bullets) and paying attention to what is going on all the time. Running out of ammo before leaving a planet has a 99% chance of returning deadly results.