Do you fear death? Personally, I don't fear it at all. But I do, however, fear the way I'll go out. Burning alive or dying of a disease doesn't sound good.
Dying, in some cases, is peaceful. When my great aunt passed away this year, she was happy and grateful. Then she went to sleep and just slipped away, I guess. That's how I would like to go out.
EDIT: I can offer you salvation. 100 years of service before the mast...
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Here's the thing. That's not a question someone can answer with 'no'. The people who say no are denying it to themselves, if not us. We can prepare ourselves to not fear anything in this world other than death. Death will always be feared. We simply don't know anything about it. And like you know people can't understand something they haven't experienced. Where understanding lacks, fear treads. Unless closure is attained on what happens when we die, we will always fear it. In religion, people can only hope for something to happen that they'd expect. They still have fear in the end though.