When Adam and Eve were created they were given the choice of obedience and life, or disobedience ( eating
of the Tree
of Knowledge ) and
death. They were given no promise
of being transported to heaven as a reward or the threat of eternal torment as punishment. There are numerous references in the Bible to death being done away with eventually, as part of the solution to all of mans ills and death is referred to as an enemy in 1 Corinthians. So this is my thinking on why we fear death.