Diffrence between starter gui and player gui?

For the one that appears when you start the game simply needs to be put inside StarterGui. For the GUI that appears when the player dies also gets put in StarterGui, but make sure it's disabled! It might take a bit of scripting but here's what I would do. (Make a LocalScript inside the ScreenGui of the GUI that should appear when you die.)

while wait() do
    if game.Players.LocalPlayer.Character:WaitForChild("Humanoid").Health == 0 then
        script.Parent.Enabled = true
        break
    end
end

GUIs in the StarterGui are transferred to the player's PlayerGui once their character spawns in. PlayerGui contains all the user interface on the player's screen, such as chat, leaderboard, etc. To make a gui that appears for someone who joins the game, you could create a GUI, put it in ReplicatedStorage or ServerStorage, and once a player joins the game, a script can copy the GUI and put it in the player's PlayerGui.