Jesse Bering of Sci­en­tific Amer­i­can argues that, due to the very nature of our con­scious­ness, almost every­one has a ten­dency to imag­ine the mind con­tin­u­ing to exist after the death of the body.

Peo­ple in every cul­ture believe in an after­life of some kind or, at the very least, are unsure about what hap­pens to the mind at death. My psy­cho­log­i­cal research has led me to believe that these irra­tional beliefs, rather than result­ing from reli­gion or serv­ing to pro­tect us from the ter­ror of inex­is­tence, are an inevitable by-product of self-consciousness. Because we have never expe­ri­enced a lack of con­scious­ness, we can­not imag­ine what it will feel like to be dead. In fact, it won’t feel like anything—and therein lies the problem.

[…]

The prob­lem applies even to those who claim not to believe in an after­life. As philoso­pher and Cen­ter for Nat­u­ral­ism founder Thomas W. Clark wrote in a 1994 arti­cle for the Human­ist:

Here … is the view at issue: When we die, what’s next is noth­ing; death is an abyss, a black hole, the end of expe­ri­ence; it is eter­nal noth­ing­ness, the per­ma­nent extinc­tion of being. And here, in a nut­shell, is the error con­tained in that view: It is to reify nothingness—make it a pos­i­tive con­di­tion or qual­ity (for exam­ple, of “blackness”)—and then to place the indi­vid­ual in it after death, so that we some­how fall into noth­ing­ness, to remain there eternally.

via Richard Holden