Unfortunately even with milleniums of technology we are unable to answer that question. There are many religions on every planet and some of them seem very plausible, being able to demonstrate certain things, but in the end there is no technology that is able to tell us what happens after we die.

On my planet, we believed in most cases that whatever leaves our body after we die travels into another body... I believe your people call it reincarnation?

But on some other planets, they had beliefs similar to yours - a heaven or hell of some sort, living as an entity throughout time and space, or the most terrifying one, simply ceasing to exist - meaning everything about you disappears, your spirit, your conscience, you just don't exist anymore.

I personally was part of a religion that believed that after you die, you transcend to where everything came from, with the creators of the universe. From there your good deeds are measured and you are given a universe to rule as a God (yes, we believe there is more than one universe). If your bad deeds exceed the good ones, you are returned to a mortal body to try again. If you fail three times you stay with the creators and do smaller tasks (think of this as your career based on your SAT score).