When you blow out a candle, did you ever wonder where the flame goes?
If you're like most people, having a lit candle adds light and makes you feel kind of nice because the light is a different, warmer color than you probably get from your light bulbs. Also, the perfumes in the candle wax smell really good when the candle burns.
The candlelight makes me feel good, so I don't want to believe that the flame simply stops existing when I blow it out. If the flame just stopped existing, that would make me feel bad and I don't want to feel bad, so I've decided to believe that there is a magical realm that flames go to when they are extinguished in our world.
In this alternate dimension, every flame that ever burned still exists and provides lots of light and warmth for all eternity. Now I don't have to feel sad when someone blows out a candle and the flame disappears from our world, because I know that the flame went to another better world.
I know what you're going to say. A flame is not a thing, a flame is just a process, and when you remove at least one of the things that make that process possible (in this case, fuel, heat, and/or oxygen), the process simply stops happening.
This is of course completely stupid. I already proved that the magical flame heaven exists because I would be sad if it didn't. Also, scientists can't explain why candle wax melts, therefore their inability to explain the melting of candle wax proves the existence of flame heaven.
Sure, the scientists will tell you that they have an explanation for why candle wax melts, but you can't trust scientists because they just make things up because they want to do bad things, and they have to deny the existence of flame heaven in order to justify their immoral behavior because flame heaven is also the only possible explanation for morals.
Therefore, the scientific explanation for combustion is a lie, the explanation for melting wax is just more lies used to justify the ideology of not believing in flame heaven, therefore flame heaven is proved. I bought a book and read a web site, so I know more about candle flames and melting wax than any scientist.
Reductio Ad Absurdum
Invariably, some theist is going to be very insulted that I compared his or her belief in the afterlife to the above ridiculous story. While I am indeed a jerk, it was not my intent to be insulting.
Reductio ad absurdum is an amazing tool for those of us without formal training in logic. Sometimes we can have emotional ties to a conclusion (or be subject to a variety of cognitive biases) that might cause us to reject good arguments that support a conclusion, or reject good arguments that refute a conclusion just because we like the conclusion for one reason or another.
While this is a gross oversimplification of what reductio ad absurdum is, we basically take the same arguments and apply them to a different conclusion so that we can examine the supporting arguments without any of our biases or other human mental frailties getting in the way.
Death
Death is terrifying to us because our instincts make us afraid of death. If our instincts didn't work like that, your ancestors would not have survived long enough to produce you. Our instincts cause us to constantly seek ways to avoid dying.
Only in this case, instead of avoiding death, some of us made up stories of an afterlife to avoid thinking about death so that the fear doesn't feel so overwhelming or to make it easier for us to cope with the loss of a loved one. The things that drive us to embrace the conclusion of the existence of an afterlife are some of our most powerful, primal instincts: fear of death, love of family, etc.
Many of us accept bad arguments for belief in an afterlife because the fear of people laughing at us for using bad arguments is less than the fear of losing life or losing the life of a loved one.
But fear doesn't make things true.