The first one is correct. The second one should be "I have come back from the dead." "Came" is the past tense form of "to come," but "come" is the participle form.
As for whether or not they're the same, they're close. "I just came back from the dead" means you came back very recently, whereas "I have come back from the dead" simply means you came back at some point in the past.
I hope my answer was helpful. Please let me know if you still have questions =)