In Phaedo, Plato's account of Socrates' final hours (incidentally: I absolutely love the somewhat bizarre puppeteering Plato does with his deceased teacher for the majority of his own known body of work), there is some incredibly interesting discussion on the matter of Death and the immortal soul. I am archiving here only this relevant snippet: 67d-68b. Retrieved from Perseus 4.0.

"Well, then, this is what we call death, is it not, a release and separation from the body?"

"Exactly so," said [Simmias].

"But, as we hold, the true philosophers and they alone are always most eager to release the soul, and just this - the release and separation of the soul from the body - is their study, is it not?"

"Obviously."

"Then, as I said in the beginning, it would be absurd if a man who had been all his life fitting himself to live as nearly in a state of death as he could, should then be disturbed when death came to him. Would it not be absurd?"

"Of course."

"In fact, then, Simmias," said [Socrates], "the true philosophers practice dying, and death is less terrible to them than to any other men. Consider it in this way. They are in every way hostile to the body and they desire to have the soul apart by itself alone. Would it not be very foolish if they should be frightened and troubled when this very thing happens, and if they should not be glad to go to the place where there is hope of attaining what they longed for all through life - and they longed for wisdom - and of escaping from the companionship of that which they hated? When human loves or wives or sons have died, many men have willingly gone to the other world led by the hope of seeing there those whom they longed for, and of being with them; and shall he who is really in love with wisdom and has a firm belief that he can find it nowhere else than in the other world grieve when he dies and not be glad to go there? We cannot think that, my friend, if he is really a philosopher; for he will confidently believe that he will find pure wisdom nowhere else than in the other world. And if this is so, would it not be very foolish for such a man to fear death?"

"Very foolish, certainly," said he.

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