You begin the game with five lives. If you fail to complete a level, you will lose a life. You regain a missing life every 30 minutes.
The Lucky Spin and some events also offer rewards that give Unlimited Lives for a certain amount of time, after obtaining the reward, so make sure to spin the wheel if you are out of lives.
If you don't like waiting, you can also recharge your lives for Coins or you can request an extra life from your Facebook friends if you are connected to Facebook.