I must say that this too was one of the hardest things to wrap my mind around.
When I came to the realization that it wasn't true I fought bouts of denial and felt like I was a balloon that had been pierced with a knife. POOF!.. There was this huge void of belief system.. empty in there.
After all, it is the core teaching of the J.W.'s and they base everything on that belief.
It is the goal, the golden carrot, the reason and the cause for all other rules.
Very hard to gradually get beyond this one... but I did,.. and I feel that you will too.
It's interesting to read about other religions and their core belief systems around such things. It helps to know there are many other religions that believe sincerely in a particular afterlife or lack there of.