Creatures born or created with an immortal soul, be it through ascension, corruption or through powerful emotion... Their souls are powerful, withstanding the pull of the maelstrom under most circumstances.
Most commonly, immortals can not truly die because their soul passes on to another timeline after their body passes, be it through sickness or violence. They are, however, truly dead in the timeline they died, though they live on in another.
Like anything though, there is variation... Some immortals can only be truly killed by uttering their true name, and others have their soul bound to an artifact which needs to be destroyed to truly kill them. Most commonly, however, an immortal is only immortal through timelines.
Should an immortal be killed without giving his soul a chance to pass on, it is calamitous... Without a host body, the soul soon fades, leaving it to weaken and to return to the maelstrom, like any other soul, awaiting a new immortal body to inhabit. This, however, is easier said than done.