Most Roman gladiators were slaves and prisoners of war, and as such had no rights in Roman society and were scarcely considered people. For every epic story of a gladiator becoming a legend of the arena and winning fame and freedom, thousands of others died anonymously on the sand.
They led violent, dangerous lives and were subject to the whims of their superiors. Some managed to overcome these circumstances and became celebrities, but they were a very small minority.
The biggest stage for Gladiatorial entertainment was the Coliseum, a giant stadium in Rome that inspired the architecture and style of most modern day sporting arenas. Thousands of people around the Roman Empire would attend fights at their local stadiums, most of which were much smaller than the Coliseum. The violent gladiatorial "games" were entertainment in the empire.
While most gladiator fights did not end in death (because training a gladiator was a long and expensive endeavor for their superiors), death was not an uncommon end for the people who were forced to fight.