When a person insists that he's not at all afraid of death or dying, if only because of not knowing everything about what the experience will be like, I don't think there's anything wrong with that.
However, I have heard some dedicated Christians talk as though to admit such a thing shows a lack of faith. But I can't agree.
The fact of our mortality AND us being at least somewhat apprehensive about it, would seem to be simply a part of the penalty paid by our first parents--and all their descendants--on account of sin. Indeed, it makes the reality of God then providing a way for us to live forever despite our unworthiness be all the more wonderful.