Looking for a purpose

I have decided that part of why I am so depressed and anxious is because I feel like this is all there is to life. Suffering, grief, problems, pain etc. I feel like death is some scary event and is the end of everything. I started thinking that maybe if I thought about it differently then maybe it would not be so scary. I started thinking about the religious people who have faith that this is not all there is. That there is eternal life and that this is just a very small part of the entire scheme of things. Thier faith allows them to know that they will have more then just this life. I think if I knew that for sure, then I would not be so depressed or anxious about death.
I have OCD and my thoughts are all on death and dying and illness. I sometime go over in my head about what I will feel like when I am on my death bed, what will I feel what will I think. I focus on how I will die, who will be with me. It is not a good thing to think about and for me it is all in a negative view. If I could find a positive out of it, maybe I could stop worrying just a bit.
I have started meeting with a very very nice gal, we shall call her R lol.....just for her privacy. Well she is teaching me about the bible and about being saved. She is not pushy about it and I really want to learn. I have some devotionals that I am reading. I also found some really neat passages in Matthew that actually sound like they are talking about not worrying about things because there is a plan.
The last few days when I started to feel a panic attack coming on I would just think about my visits with R and try to focus on the fact that there is a plan and to just say to myself that if it is my time to go then that is fine..for some reason that has helped me relax a bit. To just go with the flow I guess. I figure there is no point in fighting it, if I am going to die then I guess I will not worry about it anymore.