Hela is an Asgardian, same as Thor and Odin. Death, also known as Mistress or Lady Death, is a completely separate entity - a cosmic entity that is the personification of death, come to collect the souls of those who have died.
Hela is referred to as the Goddess of Death because all Asgardians are considered to be Gods, Thor is the God of Thunder, Loki is the God of Mischief. This comes from the abilities they possess. Hela's abilities are, as her title suggests, incredibly powerful in that she can simply kill people at will.
While Hela's touch is fatal to mortals as well and she is capable of stealing their souls into Hel, she generally did not claim the souls of mortal heroes, leaving that task to the Valkyries who took the souls of heroes to Valhalla.
She rules over the realm of Hel, but beyond that, she's just another Asgardian
Lady/Mistress Death only appears to those who are dying, with the exception of Thanos, who is powerful enough to almost be considered another Cosmic Entity. She often appears before Deadpool as well, where they will often go on dates every time he reaches the brink of death.