Not sure, really. I am afraid of dying, but I'm not afraid of being dead. I mean, I do fear, that "process" of dying is going to be extremely painful(so I'd rather die suddenly, or asleep), but when you eventually die, you don't feel anything anymore, so it sounds quite... neutral. I have been dead for ~13 billion years and I haven't been sad because of that.
From a rational point of view, there is nothing to be afraid of. There is no hell, no heaven, just nothingness.