If we insist upon only seeing the world through the perspective of this meatsuit we call a physical human body, then it is true that our tiny perspective of the universe will cease to exist for us when we die.
If any traces of our consciousness remains, it will be floating forever through an endless void, because our Consciousness (notice the capital C) has moved on.
That particular life of ours, once over, has contributed massively to the memory of universal consciousness and will always remain crystallized as it was in spacetime.
There is nothing to worry about, though, because our immortal Consciousness will have already begun our next life.
Our universe would never be the same if it weren't for all the lives we've lived and will yet live.
Everything is okay, and if things aren't okay, then everything is going to be okay again one day... for the pendulum swingeth, my friend.