You start any game you play with a full set of five lives.
Every time you fail or quit a level you lose a life, but they will recharge over time, so you can jump back into the fun.
How can I get more lives?
If you're keen to get back into the game straight away and would prefer not to wait, you can choose to ask your friends for extra lives or you can buy lives in the store using Gold Bars from your bank.