It is no shame to be afraid of dying. In death we have, as Christians, our hope. But hope is hope. It is the unknown to some extent. Our hope says it will be better, that sorrow and pain will go away, but it is also hope in that which we have not experienced.
Fear of death is part of life.
And that is why we trust in the providence of God. This is why we rest in the sovereignty of God. This is to be our prayer.