You cannot enclose the same set of quotes within a pair of quotes without escaping.
The simplest option is to make use of ANSI-C quoting:
echo -e $'"What do we say to the God of Death?\nNot today."'
It'd produce:
"What do we say to the God of Death?
Not today."
If you wanted to use only double quotes, then you'd need to escape the ones that you need to print:
echo -e "\"What do we say to the God of Death?\nNot today.\""