Jesus was dead and then returned to life. He rose from the dead and promised that we too will rise. The resurrection is the core of our faith (I Cor. 15:14). Even back in the Old Testament, God already promised his people eternal life (Ez. 37:5).
After our death we live on, hopefully with God. At the end of time we are reunited with our bodies. Then eternity with God will really start. With the exception of people who have chosen deliberately and definitively against God, we will be completely happy forever with God in heaven after our resurrection.