Death for the person represents something novel. Speak about it much, but those who really faced it, will not tell anything to you any more. Therefore data in this area very poor. The reasons of fear of death can be various, however the main are fear of the unknown and possible pain.
Fear of the unknown
The mankind tries to solve a riddle long ago: that waits for it after death. Vision of an afterlife is differently presented to mythologies of people of the world. Generally, on representation ancient, life after death proceeded in another dimension. Therefore they did not feel special fear of death, and just beforehand prepared for it and held all rituals, necessary in connection with approach of death.
With origin of religion of idea of death changed. Christian and Muslim religions speak about existence of paradise and hell to which people inevitably get after death. And here who where will appear, depends on personal merits. Those who lived according to the Scripture get to Heaven, the same who sinned and did not confess in the sins, the road inevitably conducts to hell. Proceeding from representations of other religious direction - the Buddhism, the person with death endures process of reincarnation which essence consists in posthumous transformation of soul.
Psychics and clairvoyants also see an afterlife differently: some beheld light at the end of a tunnel, others see paradise and hell, the third claim that people are alien beings who on Earth undergo a peculiar baptism of fire, the fourth speak about souls of the died people as the power clots existing in the parallel worlds, etc. There are also sceptics who do not trust in an afterlife at all and consider that with death of a body also soul dies. Despite a large number of hypotheses of existence of life after death, the question remains open. At least, those who learned the truth did not return to tell it to mankind. And unknown as you know, frightens.
Fear of pain
This type of fear has physical character. To the person, as to any biological being with sensitive nervous system, it is peculiar to have feeling of pain. The majority has a fear of severe pain with which connect also process of death. People who have thoughts of commission of a suicide first of all feel this fear. Some overcome it, and others, eventually, decide that life is not so bad. If to look more globally, the fear of death in connection with anticipation of pain at least once in life visits practically all people. Other types of fear of death are minor, and at times and just far-fetched under the influence of the ideas of morality which developed at the person.