Flus are generally only dangerous to the elderly, the very young (infants and toddlers), and people with immune system disorders (used to kill a lot of people with AIDS, before effective medication for HIV/AIDS was available) or who are otherwise immunocompromised (like people with organ transplants).
Even then, it's pretty uncommon in most countries, because the most common way the flu kills is by causing pneumonia (usually a secondary infection - your immune system is too busy fighting off the flu to keep bacteria in your lungs in check), and modern medicine has pretty effective treatments for pneumonia. It can also directly kill by causing massive respiratory inflammation, multiple organ failure or heart or brain failure (also caused by inflammation), but that's pretty rare, even among the high risk groups mentioned earlier.
Your better course of action is to get "treated" for the flu (decongestants, pain killers, plenty of fluids ... and time), because it's very unlikely to kill you, but it is very unpleasant.