The notion of there being an afterlife is probably as old as the species itself and most likely in concurrent with the first burial of the dead behaviors early in the homo line. Tens upon tens of thousands of years later we have very elaborate notions of the what, where, and why of an imagined afterlife; however, if you want to come to an informed conclusion regarding the human behavior of believing in an afterlife of any kind, you must start at the beginning.
Julian Jaynes in his book
"The Origin of Consciousness in the Breakdown of the Bicameral Mind" provides an overview of the earliest known examples of the behavior. His conclusions are of course slanted to support his own hypothesis on the origin of consciousness; however, apart from that, it is a fairly quick introduction to the matter. I do not think Jaynes' hypothesis regarding consciousness is correct but there is much of merit in his book particularly the first third. I think you would find it fascinating and that link goes to a free pdf file of the entire book.
At the end of the very first paragraph of his book, Jaynes poses three questions regarding consciousness:
What is it?
Where did it come from?
And why?
Rigorously and as objectively as possible asking and answering these three questions is, in my opinion, critical to having actual, trustable knowledge of any phenomenon. So that is where I would suggest you start regarding the belief in an afterlife, setting aside all of the stories humans have come up with based on an assumption that was not questioned for eons.
People who believe in an afterlife, as I once did, assume that forsaking that notion will be an everlasting disappointment but, I have not found that to be the case. Actually once I came to the conclusion that there was no reasonable basis for believing it I found I was not that disappointed after all. If anything knowing that I will someday no longer exist gave me a much greater appreciation for the life I have.