I do believe we have a soul though.
This is not a religious belief, although I believe the soul is where we might undergo that sensation we often describe as a religious experience.
It's more the place within us where all our thoughts and feelings exist that shape our thoughts and deeds. Not our brain exactly, something more.
This belief is why there's a lot of references to our soul in A Half Life Of One.
I don't know what happens to the soul after we die. I'll just have to wait and see.