Most people, most of the time, only know that they will die because they've learned it, usually during childhood. As children grow up, they experience the deaths of those around them, and learn that people actually die. Their religions tell them about life after death, making sure that kids think about it in their own terms as soon as they learn to think about it at all. Tales are told. Death is heaven and hell.
Death is rebirth.
Death is where the ancestors are. Death is a lush spirit world. Death is being in the arms of God. Cultures and religions have co-opted death, turning it into a story written by living cultures, for living people. This can explain the source of these stories, but this chapter is more about why humans have the need for these stories in the first place.