We live different lifetimes.
We are souls that enter a human body for a lifetime on this planet. When our lifetime is up, the soul exists the body and goes back to a "spirit world".
That soul has different experiences when it is in the spirit world. It may stay there until it reincarnates again. Before we were born we exist in the spirit world.
Psychologists are doing hypnosis and something called past life regression where people (anybody, even you) can be hypnotized and regressed back to a previous lifetime. Countless People have been regressed and have recounted their existence before being born.
Go to Amazon, type in " Reincarnation " or " Past life regression" and look at the material in the subject.
Look at Dr. Brian Weiss. He has numerous books on the subject area start here
http://www.amazon.com/dp/0671657860/?tag=vp314-20
There is also Ian Stevenson who spent his life investigating cases where children spontaneously recount past lives and point to places, people, and events that occurred in their previous lives.
http://en.wikipedia.org/wiki/Ian_Stevenson
There is also the area of Near Death Experiences. People are sometimes pronounced clinically dead, but they come back to life and they all tend to recount the same experience. They saw themselves outside their body, they enter a tunnel of light thru which they travel and eventually pop out the other side (" The spirit world "), where they are met by a family member who died before them or their spirit guide who tells them its not yet time for them to come to the other side so they must go back to earth. This shows that there is life after bodily death. And there is somewhere where souls go until they reincarnate.
Reference " Life After Life: The Investigation of a Phenomenon--Survival of Bodily Death"
http://www.amazon.com/dp/0062517392/?tag=vp314-20