What is life? Take stock of it - it is your friends, family, people you care about. What you do for work, what you do for your hobbies. Your routine. Things you spend your time on.
Take a good, long look. Sure, there may be an afterlife, or other things that scientists have not discovered yet. But those are not within your control, and don't affect you directly in this life. The only things that affect you in this life are your habits, and their results.
Running away from reality will not solve your problems. Instead, open your eyes and see. Face your fears. Face your demons. Face the world.
The only thing you have is your current life and what's in it. Do you see yourself continuing this for the next ten years? Do you see yourself happy in that future? Do you see yourself growing? If not, you have to change something. Do something now, about your life now. Create something new. Focus on the things you can do and the things you can change. No one is coming to save you except yourself.
This is all there is.