Yes we should be because as Muslims believe that the present life is a trial in preparation for the next realm of existence.
All the Prophets of God called their people to worship God and to believe in life after death. They laid so much emphasis on the belief in life after death that even a slight doubt in it meant denying God and made all other beliefs meaningless.
Answer to this question his given by the Holy Book Quran:- And he (i.e. man) presents for Us an example (i.e. attempting to establish the finality of death) and forgets his [own] creation. He says, “Who will give life to bones while they are disintegrated?” Say, “He will give them life who produced them the first time; and He is, of all creation, Knowing.” [It is] He who made for you from the green tree, fire, and then from it you ignite. Is not He who created the heavens and the earth Able to create the likes of them? Yes, [it is so]; and He is the Knowing Creator. (Quran, 36:78-81)
On another occasion, the Quran very clearly says that the disbelievers have no sound basis for their denial of life after death. It is based on pure conjecture: And they say, “There is not but our worldly life; we die and live (i.e. some people die and others live, replacing them) and nothing destroys us except time.” And they have of that no knowledge; they are only assuming. And when Our verses are recited to them as clear evidences, their argument is only that they say, “Bring [back] our forefathers, if you should be truthful.” Say, “God causes you to live, then causes you to die; then He will assemble you for the Day of Resurrection, about which there is no doubt,” but most of the people do not know. (Quran, 45:24-26)