I think that any fear of death comes partly from fear of the unknown. Nobody knows what happens when we die, and that in itself is a scary thought. Is this it, is death really the end? Or is there something else?
There are any number of psychics and mediums who claim to be able to communicate with the dead, and some are remarkably accurate in the information they relay. Are these people are genuinely speaking with deceased relatives and friends, or they are simply adept at reading peoples faces and body language, Derren Brown style? Many people are wary and inclined to disbelieve psychics etc, but others find them to be a great comfort. Ultimately, belief or disbelief in them comes down to personal choice and experiences.
In a similar way religion provides its followers with assurance that this is not the end. Most modern religions speak of some sort of afterlife or continuity of life after death, where human souls eventually join with God. This offers people hope that something else does exist and death is not as final as it may seem.
Belief in life after death is not a new concept. Humans have told stories of ghosts and eternal paradise for thousands of years. It is probably only with the advancement of science and technology that this has come into question. However, death is one thing that science is unable to measure. As soon as the heart stops beating, the human body is in unchartered realms.
However, even believing wholeheartedly that there is something else does not stop fear of death. There is not just fear of what is ahead, but sadness at what and who is being left behind. There is guilt at leaving loved ones, and a degree of jealousy about what we aren't going to be around to see. These are all completely normal innate human emotions. As animals, our first instinct is self preservation, and a desire to remain alive and continue the human race. If we did not have this instinct, people would be a lot more reckless and careless, not just with their own lives, but with other peoples. We would not be who and how we are today without it.
Sadly, there are people whose lives are so wrecked with negative emotions or pain and fear, that death is seen as a release. In these people, the instinct for self-preservation is overcome by their unhappiness.
In general people do fear death. We fear the unknown and leaving loved ones behind. Also, despite the ups and downs, successes and failures, love and loss, life is pretty good.