One of the things that the New Testament leaves little doubt about is that it is based on a belief that this world is not all that there is; our consciousness does not just cease to exist. The most obvious passage about this is I Cor 15 where Paul spells it out - being a Christian only makes
sense because Jesus was resurrected and we will be as well:

12But if it is preached that Christ has been raised from the dead, how can some of you say that there is no resurrection of the dead? 13If there is no resurrection of the dead, then not even Christ has been raised. 14And if Christ has not been raised, our preaching is useless and so is your faith. 15More than that, we are then found to be false witnesses about God, for we have testified about God that he raised Christ from the dead. But he did not raise him if in fact the dead are not raised. 16For if the dead are not raised, then Christ has not been raised either. 17And if Christ has not been raised, your faith is futile; you are still in your sins. 18Then those also who have fallen asleep in Christ are lost. 19If only for this life we have hope in Christ, we are to be pitied more than all men.

20But Christ has indeed been raised from the dead, the firstfruits of those who have fallen asleep. 21For since death came through a man, the resurrection of the dead comes also through a man. 22For as in Adam all die, so in Christ all will be made alive. 23But each in his own turn: Christ, the firstfruits; then, when he comes, those who belong to him. 24Then the end will come, when he hands over the kingdom to God the Father after he has destroyed all dominion, authority and power. 25For he must reign until he has put all his enemies under his feet. 26The last enemy to be destroyed is death. 27For he "has put everything under his feet."[c] Now when it says that "everything" has been put under him, it is clear that this does not include God himself, who put everything under Christ. 28When he has done this, then the Son himself will be made subject to him who put everything under him, so that God may be all in all.

But this is also strongly implied by Jesus' teaching about reward and punishment - most clearly stated in the Parable of the Sheep and Goats in Matthew 25 but also in the other stories in that chapter, the Talents and the Foolish Virgins.