Simply end up dead.

The people who want to win keep a profile and try their best to kill, 

Quite a lot of people die, and no one every visits by,

This is sad but at least you still have a chance to survive

 As the hunger games only lets one person go through and the others are left to suffer

 If you worry about the people dead you could end up like them left alone.

In the cold weathers with that arrow stuck in your back

The sounds are scary

They always make your mind think if that was you

 How you would never come back home

 The Hunger Games shall never end

 Those are some more people who simply end up dead.