It sounds relatively logical that people must have had previous lives and will have subsequent lives
In a universe that should have existed for billions of years, it should be a coincidence that, assuming you would only live once, you are experiencing that you are alive right now. Assuming there is a heaven, even then it should be pure coincidence that you are alive now and not, say, a thousand years earlier or later. With that reasoning, it makes sense that one has had earlier lives and will have later lives.
The likelihood of entering a new life right away is unlikely, given people's testimonies following near-death experiences, for example. The diversity among people in how they see tunnels, rivers, doors or anything else makes it likely that each person has their own personal experience of what they experience after death.
