Rav Avigdor Miller on Fear of Death 

Q:
You said tonight that death is just a change, moving from one place to another? If so, why does everybody fear death? And how should we overcome that fear?
A:
Why should we fear death? We have to fear death because that’s what we learn from Moshe Rabeinu. When Moshe Rabbeinu was told, הן קרבו ימיך למות – Your days are coming to an end, so it says: ואתחנן אל השם בעת ההיא — Moshe put up a fight, a big fight, begging Hashem that he shouldn’t die. He fought more than anybody else. Do you know why? Because more than anybody else he knew what life meant.
When you tell a person he’s going to die, so if he wants to show he’s a hero, he doesn’t get excited. He acts like a stoic — he’s willing to accept it like a hero. No, he’s not a hero – he’s a shoteh!
The Vilna Gaon passed away Chol Hamoed Sukkos. So when they brought the esrog and the lulav to him for the last time on his death bed where he was lying sick, he burst out weeping: “It’s the last time – the last time I’ll be able to bentch lulav and esrog.” He burst out weeping because he lived his life only to serve Hakodosh Boruch Hu and to do mitzvos!  That was the whole wealth of his life and now it was coming to an end!

That’s why Moshe Rabbeinu put up a fight – he didn’t want to pass away! “Look at all that I can still do!” I remember when Reb Aharon Kotler, zichrono livracha, was on his deathbed, he was weeping.  He said, “Ribono Shel Olam, let me live!  I can do so much in this world!” He wept.
People who understand the opportunity of life, they know that death is a great tragedy. ואחריתה כיום מר – The bitter day of death, a very bitter day.  It’s not bitter because you won’t eat supper anymore, or because you won’t make money anymore. People who understand the true wealth of life know that death is the great tragedy of all tragedies.
However, as soon as the time comes, as soon as he passes into the Next World, he’s so busy now seeing the ziv ha’Shechina, the splendor of the Shechina, that he forgets it all. אשבעה בהקיץ תמונותיך – He gazes into the face of Hashem and he forgets everything.  He forgets it all in the happiness of Olam Habah.
But while we’re still alive, we should keep in mind that this is the time of the greatest happiness. יפה שעה אחת – Every moment in this world is precious.

Now, how do you overcome the fear of death? Who said that you shouldn’t be afraid of death? Let people be afraid of death! But not in such a fear that they should walk around morbid and sad. No. They should be full of joy that they’re alive. That’s the greatest fear of death — you’re enjoying the wealth of opportunity of this world and you don’t want to part from that happiness.
Every minute should mean something!  You’re never bored! Anybody who is bored shows that he doesn’t know what life is. Here’s a man sitting on his porch with no place to go. It’s Sunday; “Where shall I go today?”  He’s bored!?
You’re alive!  You can go every place in the world in your mind.  You can to go to Hakodosh Boruch Hu; open a chumash, open a gemara!  So many wonderful things to think about! Think about Yetzias Mitzrayim if you want!  Think about the mann!  Think about Kriyas Yam Suf!  Think about the tzaddikim of all the doros! So many things you can think about!  The most interesting things in the world are waiting for you if you voyage with your mind.  A person who is bored, it means he has no mind. He doesn’t know what life is.