Life After Death?

In class this week we talked about how Pythagoreans believed "all is number." I thought it was really interesting how we looked at 3 is 1 because it is one thing. Anything that is a unified whole is number one. This conversation led to the unity of people and how our bodies are irrelevant but our essence is a number. Man's real nature is his soul, and his soul is immortal. Or the fact that my life before this could have been the king of England or even a bird. I have always been taught not to believe in reincarnation because of my religion; however, it is a question that is very interesting to me. Do our souls really live forever? And are they transfered to another living creature after death? Im trained to believe they go straight to heaven, hell or purgatory. These theories cannot be proved but I do wonder where are souls do go after we die.