Yes having Sleep Apnea can eventually kill you if you do not seek medical treatment or use a Sleep Apnea machine to sleep with.
If you have recurrent pauses in breathing then you need to seek medical attention and get treatment for the sleep apnea because untreated sleep apnea can lead to strokes, heart arrhythmias and heart attacks.
You have a higher chance of sudden cardiac death when you stop breathing during periods of your sleep so it's always needed to get medical treatment if you think you have or know you have sleep apnea because it's a serious thing.
Although it's rare to die of sleep apnea it is very possible and there have been people who died of sleep apnea so take it very seriously and get medical attention if you want to live through the sleep apnea.