Each time your thief touches a trap, his health decreases. How much health is lost depends on the level of the trap that catches him. Health bar has three grades:
Each grade represents one star you gain for winning a level. If your health falls below certain grade, you lose one star. This means less gold in the chest and a lower chance of stealing a gem from a totem. If your health falls to zero, you won't die, but the chance of obtaining a gem will be minimal. You can increase your health by crafting and upgrading thrones.