I take damage but I don't know when I am close to dying, how do I see my "health bar" if there is one?

1) The character portraits on the right hand side will fill up with red when hit, and completely red means you are dead.

2) Press TAB (BG2?) to see numeric hit points over the avatars, and to highlight containers.

3) Enter your inventory (I) or character record (R) where you can see current hit points and armor class.