Non-squishy hero

Generally, the Limited Heroes pool is a pretty good set of "starter heroes" to try as a new player. Out of that list, the following are naturally pretty tanky:

• Tidehunter: passive damage block from Kraken Shell plus enemy damage reduction from Anchor Smash make him extremely survivable.

• Juggernaut and Sven are both fairly survivable melee heroes. Sven has a ranged AoE stun and a temporary runspeed/armor buff that can be useful both offensively and defensively. Juggernaut has a magic immunity ability and a healing ward.

• Dragon Knight has strong armor and HP regeneration, but no good innate way to escape from enemies.

• Omniknight's kit is almost entirely based around healing and blocking damage. He has abilities that can grant either total physical or spell damage immunity to himself or allies.

• Razor can steal attack damage from enemy heroes, which can make him extremely survivable against enemy right-clickers as long as you can get Static Link off properly.

• Wraith King is naturally tanky, and also has Reincarnation, which can often give him a free second life upon being killed.

On any hero, building defensive items can often be a smart idea if you find that you need more survivability. Many melee heroes will take a Stout Shield (and possibly upgrade it to a Poor Man's Shield) for extra defense in lane. For more fragile heroes, there are things like Medallion of Courage or Mekansm for extra armor, Force Staff for an escape mechanism, or Eul's Scepter or Scythe of Vyse for a disable that could buy you time to get to safety. Late-game, Heart of Tarrasque, Linken's Sphere, and Shiva's Guard can also potentially be very useful depending on what hero you're using, and the composition of the enemy lineup.

All strength heroes are, inherently, "tanky", with their relatively high health pools regardless of items.

However, looking for a "tanky" hero as a solution to finding yourself dying often is not the best way to view your problem. I suggest another way of looking at your choices instead!

Positioning in DotA, where you stand, based on what vision of which heroes are where and what you know you don't know, is key to avoiding death. Say you're playing sniper on radiant in the bot lane. You can prevent an incoming gank on you by looking at the minimap, noticing which enemy heroes are not on the minimap, noticing what wards would normally reveal them, and (if you're lucky) "missing!" calls from teammates. To dodge the incoming gank, just noticing these suspicious factors and hiding behind the tower until the minimap repopulates, you don't always have to limit yourself to tanky heroes, or heroes with an escape mechanism.

The instinct of where the other team is with limited information, and noticing it as you're playing, is a player quality often called "map awareness". Like a lot of things in DotA, you learn it from playing a lot. You'll learn to have this awareness more quickly the more conscious you are of it.

Although I agree that Death Prophet (DP) is not a squishy hero, I personally feel like DP is hard for new players to use because she is very easy to kill early on in the game (squishy).

Personally I would recommend Tidehunter, as he possesses good survivability as a result of his skills Anchor Smash and Kraken Shell.

As Tidehunter, you would want to level your skills as follows (the number refers to which skill should be upped each subsequent level, from left to right): 3, 2, 3, 1, 3, 4, 3, 2, 2

My suggested skill progression will provide you with enough damage to burst your opponent using Anchor Smash, while also providing survivability. Anchor Smash will reduce the attack damage of enemy heroes and, combined with kraken shell, means you might take low or no damage at all.

Feel free to replace Gush with another point of Kraken Shell for extra safety. I did not include this in my suggestion because sometimes you'll need tools to chase your enemy when your team comes to bank.

For the item build, if you are facing high damage per second (dps) heroes, one item that you should definitely pick up is Vanguard (I know the damage block won't stack with your Kraken Shell, but Vanguard will provide you with a good amount of health and regeneration).

If you are facing an enemy with magical burst, buy Cloak and a Vitality Booster to increase your hp.

"Tanky" is not the only opposite of squishy. Heroes with good escape skills are also much harder to kill than sniper and death prophet, who have low health and no built-in escape.

Heroes like weaver can be good in this regard - he has a skill which makes him move faster and turn invisible, making it easier to get out of sticky situations. Other heroes with good escapes which I might recommend for a new player are, Batrider, Bounty Hunter.

Some other tanky heroes which have not been mentioned yet are Bristleback and Abaddon. Bristleback just has high defense and HP in general, and Abaddon has an ultimate which stops him from dying for a short time - often long enough to run away or keep fighting and secure a kill.

Another common tactic is to take heroes which do not have an escape, and buy the items Shadowblade or Force Staff, both of which give you a good way to escape. Shadowblade works well on Sniper as it gives you attack speed. Force staff works well on a lot of heroes as it gives you intelligence and a little health regen.