I'd like to also chime in, that the topic of "death" wouldn't be as scary if there wasn't so much allusion and controversy surrounding it.
I'm quite sure if I was raised with the simple premise of, "We live, we die, that's the way of life" then I would be less worried about dying.
The fact that we spend our whole lives trying to stay alive, and worry about the concepts of different religions and beliefs, really factors in to the reason why some of us worry about dying so much. The notions and possibilities that are given to us confuse us and make us speculate, and believe we can avoid death... in which, unless certain medical breakthroughs happen, we can not.
Wondering questions like, "Is there an afterlife," and "are there ghosts" and "is this religion true?" and "am I following the religion / belief correctly?" all factor in to it.