In Bhagavad-gita the Lord clearly says, mrtyuh sarva-haras caham: “I am all-devouring death.” Thus mrtyu, or death, is the representative who takes everything away from the living entity who has accepted a material body. No one can say, “I do not fear death.” This is a false proposition. Everyone fears death. However, one who seeks shelter of the Supreme Personality of Godhead can be saved from death. One may argue, “Does the devotee not die?” The answer is that a devotee certainly must give up his body, for the body is material. The difference is, however, that for one who surrenders to Krishna fully and who is protected by Krishna, the present body is his last; he will not again receive a material body to be subjected to death. This is assured in Bhagavad-gita (4.9). Tyaktva deham punar janma naiti mam eti so’rjuna: a devotee, after giving up his body, does not accept a material body, but returns home, back to Godhead. We are always in danger because at any moment death can take place. It is not that only Gajendra, the King of the elephants, was afraid of death. Everyone should fear death because everyone is caught by the crocodile of eternal time and may die at any moment. The best course, therefore, is to seek shelter of Krishna, the Supreme Personality of Godhead, and be saved from the struggle for existence in this material world, in which one repeatedly takes birth and dies. To reach this understanding is the ultimate goal of life.
Source: A.C. Bhaktivedanta Swami Prabhupada (2014 edition), “Srimad Bhagavatam”, Eighth Canto, Chapter 2 – Text 33