I think you are so fortunate to be able to recall your past life. This is a rare event.
In Bhagavad-gita, Lord Krishna tells His friend Arjuna on the battlefield at Kuruksetra,
"Never was there a time when I did not exist, nor you, nor all these kings; nor in the future shall any of us cease to be".
"As a person puts on new garments, giving up old ones, similarly, the soul accepts new material bodies, giving up the old and useless ones".
Your experience and the words of Krishna show us that the death of the body is not something final but merely a transition to a new life.