PLOT: Rainbow Dash tries an impossible stunt (which I couldn't figure out without it looking stupid or OOC) that actually kills her. In the "pony heaven" her dream home is generated and she meets many ponies who suffered a tragic death as well. One Pegasus in particular befriends her: a tiny foal who was miscarried. Apparently, in "pony heaven," foals gain the knowledge of an older filly/colt.
Meanwhile, in Ponyville, there is evil lurking and the Mane (5) have to find a way to bring back their friend.

NOTE: I AM NOT ASKING FOR ANYONE TO WRITE IT FOR ME, JUST ASKING FOR TIPS.

When Rainbow is brought back from the dead, a certain foal hangs onto her and goes along for the ride. So the ponies will have to care for a seemingly intelligent tiny life form. This continues into the sequel, which I will have no trouble with.

I have some tips.

First of all, having Dash perform dangerous stunts is NOT OOC, quite the contrary, it's VERY IN character for her.
She does stunts all the time, AND she's been known to do "less smart" stunts as well,
such as when she uses her body to crash the stone piles in the episode where Spike decides he owes a life debt to Applejack.
Or the countless times she has crashed through windows (and walls and ceilings), both intentionally and accidentally.

Secondly, the dying part.

The stunt in question does not necessarily need to be impossible, only hard and slightly dangerous.
That way, it's not OOC, it's perfectly in-character.

BUT, while performing it (or while practicing for it), something goes wrong, resulting in Dash crashing, and hard enough to get
lethally injured. For example - A broken neck, serious damage to internal organs, fatal amount of blood loss, fatal internal bleeding,
or any combination of those would work, and NOT seem stupid at all, unless portrayed in a stupid way.
My point is, all of this can easily be written in a serious (and if you want, very tragic) manner, and thus you have your death scene,
caused by fatal accident, and Dash ends up in Pony Heaven, and your story continues as you said from there.