It may be true, as Confucius said, "We do not know anything about life; what can we know about death?" But so much of our sense of the meaning of life is bound up with our beliefs about the meaning of death that we cannot stop searching.
An old folktale asks us to imagine twins lying together in the womb. Everything they need is provided. One of them believes, "irrationally," that there is a world beyond the womb. The other is convinced such beliefs are nonsense. The first admits he cannot imagine what such a world might be, but he nonetheless holds fast to the belief that it exists. The other can barely contain his contempt for such foolish ideas.
Suddenly, "the believer" is forced through the birth canal. All the fetus knew is gone. Imagine how the fetus left behind must view this--that a great catastrophe has just happened to his companion. Outside the womb, however, the parents are rejoicing. For what the sibling still in the womb has just witnessed is not death but birth. This is a classic view of the afterlife--it is a birth into a world that we on earth cannot begin to imagine.
The Jewish tradition teaches that human beings do not ultimately perish. We contain within us sparks of the Divine. In some form we cannot know, and cannot understand, the Divine endures.
(Answer to the question of how biblical Jews knew about the idea of life after death: Because the Jews emerged from Egypt, where the cult of the afterlife--mummification, pyramids, cities of the dead--was very strong.)