I heard from my friend that if you try to bathe a sugar glider it will likely go into shock and die. Is this true?

It really depends on the water temperature. They can go into hypothermia and they can die from that, but they're not like the Wicked Witch of The West who will "melt" when doused with water.

Typically gliders should not need bathed unless they are not grooming themselves or they have a health issue preventing them from cleaning themselves.

That being said, I have given my gliders a kind of sponge bath if they have poo on them or they're really stinky wherein I take a washcloth or small piece of fleece, wet it with warm water(no soap), wring it out until it is just "damp" and just rub it over their fur a little to remove the poo or whatever yucky stuff is on the fur. After doing that I take a dry towel and wrap them up to keep them warm while they dry off, only takes about 10 minutes since they're not very wet to begin with. And that's their "bath".

ok thanks

No problem! Happy to help.