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A natural question that follows is what form you will show up in. If you retain a copy of your physical manifestation (the original has a tendency to decay in the ground last I checked), then what-age version of you is it? If you die at ninety-five after years of Alzheimer's, do you appear in Heaven with a decrepit body and ruined memory? That does not seem very blissful. So then perhaps you appear as a younger version of yourself - but then do you lack the memories and experiences you accrued after that time period in your life (and the personal development that took place)? If not, where is the cutoff line between that young, immature version of yourself and the version with Alzheimer's. Any time you choose seems arbitrary and likely loses some of the memories and development that was involved in who you are up until you died.
All of which just highlights the key role that memories and experiences play in our identity, as well as the fact that our identity changes over time in some sense. We may inhabit a body which has continuity-connections with the body previously inhabited by a child that went by the same name, but we are not exactly the same - who we are changes over time as things happen to us and we make choices and gain experience.
Looking at it this way, it does not make much more sense to come at the traditional afterlife from a more abstract angle either. Perhaps instead of a physical manifestation of yourself in Heaven, it is your 'soul' - whatever that is - that carries on. But then, what is this soul that makes it fundamentally you? Does it even make sense to imagine that it is you carrying on if your personality and memories are not there? But it is hard to see how these things could be present in a non-physical manifestation separated from the body, from the nerves and neurons, from the sensory apparatuses that allow visual, auditory and tactile perception.
Whatever it is like to be a 'soul', whatever it is like from the subjective experience of a non-physical entity, it does not seem like it could be anything like what it is like to be a human; and fundamentally that is what we are. We experience the world as humans, perceive and interact as biological creatures with certain senses on which our memories and experiences are built and interpreted. To exist as me or as you only makes sense within that context.
So the traditional idea of afterlife does not make a lot of sense to me. Whether non-traditional conceptions can tell a more plausible story I am unsure. Certainly it seems possible that if there is an infinity of universes out there branching away at every possibility; then any time you 'die' in one universe, there is an alternate universe where you carry on (and continue perceiving as if nothing out of the ordinary had happened). However, this hypothesis seems utterly impossible to verify. If you attempt to shoot yourself and succeed in one world, you are not there to witness the success; while in the alternate world some circumstance intervenes and you live, but know nothing of the other world where you died, so neither version of you can prove it. While we cannot deny the possibility of this many-worlds idea, it does not seem worth banking on as a means of immortality.
Perhaps there is some 'afterlife' of a sort which is completely physical and does not require a 'Heaven' nor other universes. Certainly in some sense Shakespeare lives on in his works - certain personality patterns are there, ideas and memes live on - but this is no immortality in the way we normally mean it. However, perhaps there is some deeper fabric to the universe which we do not yet understand (and perhaps never will) within which certain patterns (like the patterns in the brain which give rise to emergent consciousness) can propagate and continue even after the original macro-scale brain that housed them dies off.
This is a rather vague holistic, perhaps even mystic, conception of an afterlife, and it is hard to say how it might work. It runs into the same sort of problem as the 'soul' version of Heaven mentioned above: even if the patterns which give rise to consciousness in our brain are somehow retained or propagated in another medium (quantum, macro-universal or something else entirely), if we lack the sensory hook-ups that are so crucial to our every perception, experience, interaction and memory, then how is it that we are actually continuing on? Something else may be there, may find other ways to interact (insert whatever vague holistic notion you prefer), but in some fundamental way it does not seem to be the same entity as the biological person that died.
Perhaps there is another physical afterlife possibility, though. This one, unlike the others, is technological. Transhumanists and futurists propose that we will someday be able to upload our consciousness into advanced computers of some sort. Perhaps these would be biological computers (cybernetic bio-tech that integrates seamlessly with human brains for all sorts of things like improved memory) or perhaps ultra-miniature computers (nano-technology or quantum computing used to maximize the power and flexibility of computing and rival the complexity and connections of the human brain).
Either way, it seems plausible that given time technology will evolve to the point where it can achieve whatever our impressive grey matter can, and if that happens there will no doubt be attempts to transfer human experiences, human memories and perhaps entire human identities - minds - to a computer (using the term loosely - it may not be anything like the simple processors we have today). Once again, though, there is the pesky problem of how you could persist as you without the input/output connections, the senses and perceptive capabilities attached to the human brain when it is in a meat body.
Certainly the input and output could be simulated (if we can master the complexities of the brain, the nervous system and other connections should be a piece of cake) in some sort of new human body (biologically-based or some sort of artificial simulation, or more likely a mix, since no doubt in the future we will continue to integrate technology with our bodies well beyond pacemakers, cochlear implants, body mods and artificial replacement limbs). So technology might allow us to get around the persistent problem of how to continue experiencing, be-ing, as the sort of being we are. In this a form of, if not immortality, drastically-lengthened mortality appears well within the realm of possibility. Of course, the devil is in the details.
A more interesting point arises in this scenario, though. We can perhaps continue to exist as we do through this technological extension, but then while we might continue to grow from new experiences in the way humans currently grow, we are completely cutting ourselves off from another possibility - the chance to grow and change in much more drastic ways. Specifically, we have been looking at the idea of what it is like to be a 'soul' or a holistic one-with-the-world-propagated-pattern or an uploaded mind from the perspective of a human being, meanwhile ignoring what might be a more interesting angle: what would these non-human existences be like in and of themselves and are they worth exploring?
It might be impossible to answer that first question, much like asking what is it like to be a bat or a rock, but the second one cries out in the affirmative, to me at least. In the billions of years our universe has existed and will go on into the future, surely there are more conscious life-forms and experiencer-forms possible out there than just the human body which has evolved here on Earth so far. Certainly we as individuals have an attachment to our species as it is, but looking at it from a larger perspective, it seems silly for australopithecus to have denied humans the chance to exist because they were already happy with where they were at. Why should we make the same sort of mistake?
So then the question becomes an individual one: while it seems silly for Earth biology not to continue on beyond humanity and try out new forms of existence, should individual humans choose that path for themselves if the option becomes available? Is it better to go on living as a human - or pseudo-human bio-tech cyborg, as we may all be in the future - or to in some sense end your life, but in doing so give birth to another life-form which has a chance to experience the universe in a new way (and in turn perhaps metamorphose into new forms which continue to experience the universe in diverse ways)?
It may sound morbid and crazy to think about ending your personal individual existence, but then when you consider the child who once answered to your name but no longer exists, you see that the idea of a permanent self is itself a little crazy in the first place. We are always changing, growing and morphing, and while the change is usually slow and continuous so that we do not notice it day-to-day, we change nonetheless, to the point that we are in some sense a different being - experiencing the world through different eyes, integrating new experiences into different memory-banks and worldviews - than when we were children.
It is not entirely regrettable that we now exist while that child - and its unique perspective on the world, way of sensing and interacting with the world - is gone, so why should it be entirely regrettable that someday you and I as individual humans will cease to be? And if we are going to cease to be, why not allow the chance for something new and amazing to come from that and give birth to a new life, a new consciousness which can experience and perceive the universe in a novel way? Immortality is plausibly in our grasp. It simply does not look like the traditional Heavenly picture we were sold as kids.