When playing Gwen's Getaway, you will have 5 lives, represented by the heart icon in the top left of the screen. To be able to attempt a level, you need to have at least 1 heart available in the top left corner. If you complete a level in the required number of moves, you will keep the same number of lives you currently have. If you are not able to clear a level, you will lose a heart. Hearts regenerate with time, back up to the limit of 5.
You can also purchase lives for coins. While you have Unlimited Lives active, you can continue to attempt levels without a limit, which means that this is the best time to try and complete tough levels, as you'll be able to keep trying until you succeed.