You start with 5 lives. If you end a level unsuccessfully, you lose 1 life.

If you have no lives, you cannot start a new level. If your lives aren't full, you can buy more lives with coins. Also, lives recharge over time.

The meter at the top of your Home screen shows how many lives you have at the moment (and, if your lives are not full, how much time until the next life regenerates.) Tap the green "+" button if you want to buy more lives.