My son just asked me this question. I told him that we become a part of everything. Out bodies turn into dirt, and the nutrients that were inside of us feed flowers and other plants. Animals eat the plants. Plants release oxygen. Animals release carbon dioxide. When he misses our dog who passed away, he can look at every flower, every tree, every person. She's a part of all of them now.
We go into a hole in the ground and redistribute ourselves back to the environment, with no conscious awareness of doing so. Unless we're lucky enough to die in the wilderness, where we may be lucky enough to feed the wildlife directly. There's no reason to fear the non-awareness of death. We were equally unaware before we were born, because in both cases we did not exist.
I like to think there's an afterlife. Not the whole heaven and hell religious based after life, but a place where everyone transcends after losing their physical body. Granted, I accept that I don't truly know what happens until I actually die and that there's a good chance I simply cease to be after taking my last breath. It's just a cutsie belief I tell myself to feel better about it that seems the most possible.
I'm not really sure. I want to be cremated and buried so that a tree will grow above my ashes. So I believe that if my spirit doesn't go anywhere, at least my body will provide some nutrition for a new life. If my soul does go anywhere, I like to believe that there's a collective consciousness. Call it Heaven, Hell or just the afterlife if you want, but I believe that all souls go to the same place, assuming they go anywhere. And maybe that's where human morality comes from, from the collective consciousness surrounding us.
Our bodies age, die and eventually turn to dust. This is a fact, so anything else is speculation. Is there a bright light? Scientists explain that it is the process of our brain dying....as neurons shut down there is a chemical reaction.....kind of like the "big bang" of our brain. The light seems to give most people some comfort, so it may also be the last "self-preservation" signal our body emits. However, there is documentation of death and near-death experiences whereby people reported leaving their bodies and becoming a spirit. These people reported events they witnessed while being in this spirit-state which were not only accurate but also should have been an impossibility. So, I keep an open mind about an afterlife. Who really knows?
"We" don't go anywhere. We are a construct of ourselves which is a whole area of academic research across many fields.
We just contribute to the entropy of the universe as our atoms are converted into something else - that in an of itself is proof of a (virtually) eternal life - at least until the entropy finally stabilizes in the Heat Death.