A fear of death can be a good thing, a very powerfully thing if utilized, but still, I think of death far more than what is healthy. I am not a religious person, and so I often treat the after as a canvas for fantasy worlds, and maybe that's a sin, to like religion for the story and never quite believe the tales, but I find myself unable to commit, because I don't think humans are capable of knowing a god the way most religions claim to, how could us mere mortals be able to comprehend or even know our creator when we can't even fully comprehend ourselves. If a god were to exist, then I don't think we will ever really know.
As to what I do believe the after is, well I know of this only as much as I know of life before my birth, nothing. I can only imagine that it would be nothing, I could fool myself into believing in an afterlife. But would that belief ever be geniune? I can never be certain, but right now, my belief is that the after is the same nothing as before birth, a belief that is no more solid than it's alternatives, but it's the only one that makes sense to me.
However, just because it makes the most sense to me, don't mean I like it. I would rejoyce if you came to me, a folder of solid evidence in your hands and told me 'Look, an afterlife does exist, or even reincarnation'. I cannot fully speak for why others may fear death, but for me, I fear death because I don't like the idea of nothing, yes, I won't feel or know anything. Nothing means nothing... But, I want to continue existing, I know it's irrational, I won't want for anything once I am nothing.
Still, I want to feel emotions, I want to feel the world around me and I want that for others as well. I don't like goodbyes, even saying it to a long time acquaintance is uncomfortable, so how could I ever begin to say it to myself.
To become nothing in death, would be to say goodbye to yourself.