Death

IMPORTANT Be careful about dying more than once because you can only be wished back
  once by the Earth's Dragon Balls.

In order to return after dying again the only possible way to return would be for
  someone to go to Planet Namek and use their Dragon Balls and hope that it is within
  the power of the Dragon to return them again.  It is unknown wether this will work or
  not, all that is known is that the Dragon Balls of Planet Namek are more powerful than
  the ones of Earth.

Don't worry about dying to much beacuse if you are careful you should be able to avoid
  death and also I will be fair.

Death typically occurs when a fighter is destroyed during a battle or when there power
  level reaches 0.  There are other ways but those are not important as of right now.

After death occurs you will be sent to King Yama where you can seek training from him
  or request to go to King Kai to be trained.

This is the only way that you can be trained by either one of these masters.

No you can not kill yourself on purpose to go and get trained by them.