Though it may not appear so at first, this idea is not entirely held in the domain of those contemplating
suicide or
euthanasia, both cases where someone may wish for
death.
Just because most of us fear death doesn't mean that it can't be a sweet, loving, fulfilling experience... Though I wouldn't know, I've never experienced it.
I think though that when our time comes, that time being determined by Fate/Destiny/God/chance/whatever we should not fear it, but accept it, welcome it with open arms. Instead of filling your last moments with grief stricken anxiety, relax, say "Come, Come, Sweet Death" and accept it for what it is, simply an ending of your present existence, whatever else comes is a bonus.
Though I'm sure this is a whole lot easier said than done I think it is good advice. See also Komm Süsser Tod, Instrumentality and Neon Genesis Evangelion.