YAAD is quite probably one of the most common acronyms used on the newsgroup rec.games.roguelike.nethack, as the game itself has been in development for better than a decade and a half; in that time, it has developed a fan following which remains fiercely loyal, as well as laconically competing with other Roguelike games, such as Slash'em, Angband, ADOM, and more.
Many times in a game, when you die, it will be a horribly pathetic death which could have easily been avoided if you'd been a little more patient, or paid a little more attention to your inventory. Other times, you simply have bad luck, such as never having gotten magic resistance when a Lich shows up and casts a finger of death at you.

A few sample YAADS:
Failing a system shock
Forgetting to turn off auto-pickup and netting a cursed lodestone.
Being poisoned by an attack.
Getting food poisoning from a corpse that rotted one turn after being killed.
A polymorph trap, a newt, and then a newt poly'd into a rather hostile dragon.
The ignomious death by grid bug.

Many others exist, of course - a few spoilers exist which do nothing but list ways you can die.