Well... Remember, you are meant to die. There's no way of avoiding it.
You die for the team. Because of this, you won't have a fancy kill death ratio or anything.
Build Armor/Magic Resist BEFORE you build health. Having 4000 health means nothing if everyone is dealing full damage to you.
Initiate. You run in before everyone else. Having a good way of doing this is something all tanks need to be effective.
Malphite can charge in and knock everyone up. Amumu can bandage in and use his ult to snare everyone. Those are both brilliant.
Mordekaiser... Can run in and hope people focus him. So he's not a very good tank.
And remember: Tanks are very team-dependant. You can be the best tank in the world, but it means nothing if your team is bad.
It's an important role though. Every team needs a tank, or they have a very high chance of losing the match.
And if you want a good tank, I suggest Shen or Rammus.
Amumu is nearly always banned in ranked, but if you plan on playing normal matches he's the best choice, hands down.
No No No.
Your job isn't to die for your team, it's to make sure you're alive to protect your team.
You build Magic resist if their team is building a lot on AP/If the one carrying is a mage. Armor if they're building DPS or you see a Madreds. Health is common with Sunfires BUT Madreds rapes.
Some tanks aren't meant to initiate. You don't want to run in before someone with a better initiation e.g. Veigar. If your carries have a stun, like Ashe, let her ult before getting close to your enemies. Map Awareness is key.
Every team doesn't need a tank, you can use supports too [shields + heal].