The rogue path through the Essentials choose-your-own-adventure, like that of the fighter, suggests that you can die during character creation. “If the goblin hits you enough times before you manage to land a blow, it could knock you unconscious. If your current hit points fall to 0 or lower, go to page 44.” Maybe the rogue was mortal at some point during the editing process, but as printed, the rogue cannot be knocked to 0 HP.
The fighter can be knocked down to 0 HP, because if he attacks a goblin and misses, he enters a loop which he can only exit by hitting the goblin. During this loop, the goblin makes attacks. The rogue, on the other hand, never enters this loop. The rogue makes two attacks, after which, hit or miss, the goblins flee.
Damn, it feels good to be a gangsta! You don’t have to face the bleached-bone specter of your own mortality. Not during character creation, anyway.