I watched tv shows for studying, found a line that i couldn't understand. 'Be a hell of a way to go.' What does it mean??
It is difficult to say without more context, and it would help a lot if you could include something about the the lines before that line. However, I can make a decent guess.
Firstly, it's probably a shortening of "It (or that) would be a hell of a way to go." This kind of subject-dropping at the beginning of a sentence sometimes happens in informal speech where the subject is clear from context. For example,
"How's your dad?"
"Been sick." (where the full sentence would be "He has been sick")
A hell of a X or one hell of a is an informal intensifier. The exact meaning depends on context, but it always means something like "an especially noteworthy X". It can be used with nouns or adjectives. For example, you might say,
He's a hell of a drinker. (that is, he's noteworthy for his drinking, probably for the amount of his drinking)
It made a hell of a big noise. (that is, it made an especially big noise.)
Go is one of those words in English that has many definitions, and you sometimes have to guess the correct one from context. In this context, it probably means something like "to finish" or "to die".
So when we put all of that together, we get something like:
That would be an especially noteworthy way to die. or
That would be an especially exciting way to finish something.
You can see almost exactly this same phrase used here: If last week was James Harrison's last game, it was a hell of a way to go out, where the author is saying, "If that was football player James Harrison's last game, it was a very noteworthy way to finish his career."
In general the phrase "A hell of a..." indicates something extreme and the phrase you've quoted means "a dramatic/exciting way to die".