The God of Death
Uncertainty makes most people very uncomfortable.
This is why we have traditions. This is why people are willing to trade freedoms for a perception of security. This is why we have religion.
This is why we have gods.
It is natural for any organism to develop a profound aversion to death. The more averse to death an organism is, the more likely it will live long enough to breed and pass on these aversions (biologically and culturally) to the next generation. Organisms that don't have this aversion are more likely to die, and by doing so don't pass on their lack of fear of death. Over time, natural selection ensures that the vast majority of individuals in that species will hate death, hate it deep in their minds, bones, and dna. Fear of death becomes a deeply set neurosis across the species, irrational but ever present.
The most likely explanation of what happens to an individual after they die is - nothing. Nothing happens. They're gone. Dead. Kaput. Pushing up daisies. Worm food.
I say this because there is really zero evidence that anything beyond this exists. Although there is a long history of "after death experiences", ghosts, etc, none of these instances are ever verifiable. And believe me, given the fascination everyone has with what happens "after", if there were any chance of verifying some truth of an afterlife it would have been pounced upon and shouted from the highest towers. Instead you have rumors, myths, and charlatans capitalizing on the fascination and dread associated with this lack of evidence to feed to people some form of hope that after they die, they're not really dead. (It is these who shout from the highest towers, offering no verfiable evidence, but only a demand for faith.)
And religion is just the most organized system of rumor, myth, and charlatans trying to provide some certainty for people about an afterlife.
God (or gods for the pantheistic) is a very handy concept for people to address this deeply held neurosis. Don't understand life, how we came into being, from whence came the Universe? God did it, he has it well in hand, don't worry about it. Don't understand what happens after death (and this uncertainty makes you profoundly disturbed?) Ask God, and he'll tell you what makes you more comfortable. Don't understand why your wife got cancer? Why your child was paralyzed? God had his reasons, and his reasons are mysterious, not for men to ken.
God is a very useful invention for a species that must be, by the very fact that it has survived on earth for millenia, neurotic about death.
Like the atomic bomb, it is an invention that can be very destructive if used poorly. But if we can understand the inner workings of our minds like we learned to understand the inner working of the atom, we can perhaps free ourselves to create new, wonderful inventions akin to the many wonderful developments resulting from our understanding of the atom. Perhaps its possible to derive comfort from our neuroses with facts instead of superstition.
It is possible to break out of this dead end paradigm. We take comfort, and practical benefit, from understanding that diseases are caused by bacteria and viruses rather than satanic influences. The concept that Demokritos' "atom" (meaning "unable to be divided") really could be divided after all only took a couple thousand years.
Maybe now that we're a few thousand years after the invention of monotheism, it's time we looked a little deeper.