There probably isn't an afterlife, I mean logically there wouldn't be one (or a series of them, or whatever), but when your life isn't very good, you can't help but think about some other world/dimension in which you might get everything you ever wanted. It isn't the most realistic fantasy, but I mean, come on. Someone lives some shitty life that they hated living, dies, then just...nothing? No afterlife? No compensation for their suffering? Jesus man, that's fucking bleak.
"Imagination, life is your creation"