Russian Roulette

PHP 38 bytes

<?~$$s[rand(+$s=sssss,5)]?>I survived!

Placing a + before a non-numeric string will evaluate to 0. Should rand(0,5) return 5, $s[rand(0,5)] will be the empty string (since $s is only five characters long), and subsequently $$s[rand(0,5)] will be an uninitialized variable. Attempting to take the inversion will halt on Unsupported Operand Type. Any other value, 0-4 will return s, and because $s is defined, you will survive.

Note: as of php version 4.2.0, the random number generator is seeded automatically.

Dyalog APL - 25 22 21 20 Charachters

'I Survived!'⊣1÷6⊤?6

Prints DOMAIN ERROR as the error, due to division by zero.

Shortest non-division by zero solution I could come up with is 23 characters.

('I Survived!'1)[~6⍷?6]

It throws an INDEX ERROR

Try it here

APL Font here

R 30

"I survived!"[6*runif(1)<5||Z]

One time out of six, it will throw an error: Error: object 'Z' not found