Everyone thinks about death in a different way. There is no right or wrong.
I remember a few years ago, I was really actually quite scared of death, I mean, we're all going to die, there's no changing that. And that thought, the fact that one day it WILL happen to me, scared me.
But, nowadays, I welcome death, It's going to happen to everyone, why worry? If it happens, it happens. It might not be so bad anyways. (Being a true Atheist, if I die and there IS a god, I'm going to have to repent like a mother fucker!

)