Why are men obliged to leave their bodies?

Because they do not know how to keep up with Nature in her progress towards the Divine.
[CWM2, 15:121]
It is just because their body decays that they die. It is because their body becomes useless that they die. If they are not to die, their body should not become useless. This is just the contrary. It is precisely because the body decays, declines and ends in a complete degradation that death becomes necessary. But if the body followed the progressive movement of the inner being, if it had the same sense of progress and perfection as the psychic being, there would be no necessity for it to die. One year added to another need not bring a deterioration. It is only a habit of Nature. It is only a habit of what is happening at this moment. And that is exactly the cause of death.
[CWM2, 5:111]
How should the news of death be received, especially when it is someone close to us?
Say to the Supreme Lord: “Let Thy Will be done”, and remain as peaceful as possible.
If the departed one is a person one loves, one should concentrate one’s love on him in peace and calm, for that is what can most help the one who has departed.
[CWM2, 16:418]

Right Attitude towards Death

One must never wish for death.
One must never will to die.
One must never be afraid to die.
And in all circumstances one must will to succeed oneself.
[CWM2, 04:355]

What Happens After Death?

The soul takes birth each time, and each time a mind, life and body are formed out of the materials of universal nature according to the soul’s past evolution and its need for the future.
When the body is dissolved, the vital goes into the vital plane and remains there for a time, but after a time the vital sheath disappears. The last to dissolve is the mental sheath. Finally the soul or psychic being retires into the psychic world to rest there till a new birth is close.
This is the general course for ordinarily developed human beings. There are variations according to the nature of the individual and his development. For example, if the mental is strongly developed, then the mental being can remain; so also can the vital, provided they are organized by and centred around the true psychic being; they share the immortality of the psychic.
The soul gathers the essential elements of its experiences in life and makes that its basis of growth in the evolution; when it returns to birth it takes up with its mental, vital, physical sheaths so much of its Karma as is useful to it in the new life for further experience.
It is really for the vital part of the being that sraddha and rites are done—to help the being to get rid of the vital vibrations which still attach it to the earth or to the vital worlds, so that it may pass quickly to its rest in the psychic peace.
[SABCL, 22:433]
There is after death a period in which one passes through the vital world and lives there for a time. It is only the first part of this transit that can be dangerous or painful; in the rest one works out, under certain surroundings, the remnant of the vital desires and instincts which one had in the body. As soon as one is tired of these and able to go beyond, the vital sheath is dropped and the soul after a time needed to get rid of some mental survivals passes into a state of rest in the psychic world and remains there till the next life on earth.
[SABCL, 22:436]
What should we do to make the soul happy, so that it reincarnates in good conditions, for example in a spiritual environment?
Have no sorrow and remain very peaceful and quiet, while keeping an affectionate remembrance of the one who has departed.
How can one stop someone from weeping?
Love him sincerely and deeply without trying to stop his tears.
[CWM2, 15:121]

Why Death Comes in to Separate Two Persons Who Are Very Close?

It is a very intricate and difficult question to tackle and it can hardly be answered in a few words. Moreover, it is impossible to give a general rule as to why there are these close inner contacts followed by a physical separation through death—in each case there is a difference and one would have to know the persons and be familiar with their soul history to tell what was behind their meeting and separation. In a general way, a life is only one brief episode in a long history of spiritual evolution in which the soul follows the curve of the line set for the earth, passing through many lives to complete it. It is an evolution out of material inconscience to consciousness and towards the Divine Consciousness, from ignorance to Divine Knowledge, from darkness through half-light to Light, from death to Immortality, from suffering to the Divine Bliss. Suffering is due first to the Ignorance, secondly to the separation of the individual consciousness from the Divine Consciousness and Being, a separation created by the Ignorance—when that ceases, when one lives in the Divine and no more in one’s separated smaller self, then only suffering can altogether cease.  Each soul follows its own line and these lines meet, journey together for a space, then part to meet again perhaps hereafter—they meet once more to help each other on the journey in one way or another. As for the after-death period, the soul passes into other planes of existence, staying there for a while till it reaches its place of rest where it remains until it is ready for another terrestrial existence.
[SABCL, 22:461]

Life and the One Thing Important

Each person follows in the world his own line of destiny which is determined by his own nature and actions—the meaning and necessity of what happens in a particular life cannot be understood except in the light of the whole course of many lives. But this can be seen by those who can get beyond the ordinary mind and feelings and see things as a whole, that even errors, misfortunes, calamities are steps in the journey,—the soul gathering experience as it passes through and beyond them until it is ripe for the transition which will carry it beyond these things to a higher consciousness and higher life. When one comes to that line of crossing, one has to leave behind one the old mind and feelings. One looks then on those who are still fixed in the pleasures and sorrows of the ordinary world with sympathy and wherever it is possible with spiritual helpfulness, but no longer with attachment. One learns that they are being led through all their stumblings and trusts to the Universal Power that is watching and supporting their existence to do for them whatever for them is the best. But the one thing that is really important for us is to get into the greater Light and the Divine Union—to turn to the Divine alone, to put our trust there alone whether for ourselves or for others
[SABCL, 22:460]

How to Overcome the Fear of Death? The Indispensable Psychological Basis:

How can one overcome this fear? Several methods can be used for this purpose. But first of all, a few fundamental notions are needed to help us in our endeavour. The first and most important point is to know that life is one and immortal. Only the forms are countless, fleeting and brittle. This knowledge must be securely and permanently established in the mind and one must identify one’s consciousness as far as possible with the eternal life that is independent of every form, but which manifests in all forms. This gives the indispensable psychological basis with which to confront the problem…

Method of Reason

The first method appeals to the reason. One can say that in the present state of the world, death is inevitable; a body that has taken birth will necessarily die one day or another, and in almost every case death comes when it must: one can neither hasten nordelay its hour. Someone who craves for it may have to wait very long to obtain it and someone who dreads it may suddenly be struck down in spite of all the precautions he has taken. The hour of death seems therefore to be inexorably fixed, except for a very few individuals who possess powers that the human race in general does not command. Reason teaches us that it is absurd to fear something that one cannot avoid. The only thing to do is to accept the idea of death and quietly do the best one can from day to day, from hour to hour, without worrying about what is going to happen. This process is very effective when it is used by intellectuals who are accustomed to act according to the laws of reason; but it would be less successful for emotional people who live in their feelings and let themselves be ruled by them.

Method of Inner Seeking

No doubt, these people should have recourse to the second method, the method of inner seeking. Beyond all the emotions, in the silent and tranquil depths of our being, there is a light shining constantly, the light of the psychic consciousness. Go in search of this light, concentrate on it; it is within you. With a persevering will you are sure to find it and as soon as you enter into it, you awake to the sense of immortality. You have always lived, you will always live; you become wholly independent of your body; your conscious existence does not depend on it; and this body is only one of the transient forms through which you have manifested. Death is no longer an extinction, it is only a transition. All fear instantly vanishes and you walk through life with the calm certitude of a free man.

Path of Faith

The third method is for those who have faith in a God, their God, and who have given themselves to him. They belong to him integrally; all the events of their lives are an expression of the divine will and they accept them not merely with calm submission but with gratitude, for they are convinced that whatever happens to them is always for their own good. They have a mystic trust in their God and in their personal relationship with him. They have made an absolute surrender of their will to his and feel his unvarying love and protection, wholly independent of the accidents of life and death. They have the constant experience of lying at the feet of their Beloved in an absolute self surrender or of being cradled in his arms and enjoying a perfect security. There is no longer any room in their consciousness for fear, anxiety or torment; all that has been replaced by a calm and delightful bliss.
But not everyone has the good fortune of being a mystic.

Way of the Warrior

Finally there are those who are born warriors. They cannot accept life as it is and they feel pulsating within them their right to immortality, an integral and earthly immortality. They possess a kind of intuitive knowledge that death is nothing but a bad habit; they seem to be born with the resolution to conquer it.

Way of the Initiate

There is yet another way to conquer the fear of death, but it is within the reach of so few that it is mentioned here only as a matter of information. It is to enter into the domain of death deliberately and consciously while one is still alive, and then to return from this region and re-enter the physical body, resuming the course of material existence with full knowledge. But for that one must be an initiate.
[CWM2, 12: 8284, 87]