As an extension to what Solax says, the energy in our bodies is mostly just chemical, thermal and a tiny bit of electrical energy. Once we die, the electricity fizzles out, we stop generating heat, and the thermal energy in our bodies just diffuses into the surroundings. The chemical energy will, in large part, just get lapped up by plants and microorganisms, and after that, there's little more than bones left (which are apparently ungainly enough to process that they can be dug up after thousands of years).
That said, exactly what happens after death doesn't matter too much, since we have no way of knowing anything beyond what can be observed. The important part is to come to terms with the inevitability of it, and if the belief in an afterlife helps, well, i don't see a problem with that. ¯\(°_o)/¯