Jesus said: "For what shall it profit a man, if he shall gain the whole world, and lose his own soul?" (Mark 8: 36).
How can you lose your soul? Is not your soul YOU? Is it not your immortal essence? Sadly, although the idea that we have an immortal soul in us is an old pagan one, it is not Biblical -- as the text shows.
The Bible in fact mentions nothing like an immortal soul. The word "soul" does appear in most translations of the Bible but it does not mean what Christians assume it to mean. In the original Greek of the New Testament, the word used in Mark 8: 36 and elsewhere is "psyche", the basic meaning of which (according to the authoritative Liddell & Scott Greek Lexicon) is "breath", or, metaphorically, "life".
So when you're dead, you're dead, brother -- as Ecclesiastes chapter 9 tells you so emphatically. Your only hope is to be resurrected at the coming of the Messiah.