Jacob made his son Joseph swear that he would not bury him in Egypt, but that he would be carried to the land of Israel and buried with his fathers Abraham and Isaac in the Machpelah cave. He said, "Please do not bury me in Egypt, but when I lie down with my fathers, you shall carry me out of Egypt and bury me in their burial place" (Genesis 47:29-30).
Jacob's insistence on being buried in the family tomb back in the land of Canaan indicates that, even in death, he still believed in the Abrahamic promises. He believed the land of Canaan would one day belong to his children, and he wanted to be buried there. Moreover, Jacob believed in life after death. That is what he means when he told his sons, "I am about to be gathered to my people" (Genesis 49:29). Jacob anticipated being reunited with his forefathers.
Some cynics say that religion is a crutch for people who fear death. That may sometimes be the case, but it certainly does not apply to those who study Torah. The Torah does not say much about life after death. It's really not a book about how to go to heaven or what happens after we die. The Torah is more concerned with how we live in this lifetime, not the next. It is possible to read the entire Torah and conclude that there is no afterlife or resurrection from the dead. In the days of the apostles, a sect of Judaism called the Sadducees did exactly that. They read the Torah, did not see anything about an afterlife, and concluded that there is no afterlife, no heaven or hell, no resurrection from the dead.
Another sect of Judaism from the days of the apostles disagreed. They were called the Pharisees. They read the same Torah as the Sadducees, but came to a different conclusion. Though the Torah is not a book about the afterlife or how to receive eternal life, the Pharisees found many hints and clues that pointed toward the afterlife and the resurrection from the dead.
Once, a Pharisee named Rabbi Simai was arguing with the Sadducees. They asked him to prove from the Torah that the dead would be raised.
Rabbi Simai said, "From where in Torah do we learn the resurrection of the dead? From the verse, 'I also established my covenant with them to give them the land of Canaan.' It doesn't say '[to give] you'; it says 'to give them.' Therefore [since Abraham, Isaac and Jacob haven't yet received the land] the resurrection of the dead is proved from the Torah." (b.Sanhedrin 90b, Talmud, quoting Exodus 6:4)
Rabbi Simai's point is that God promised to give the land to Abraham, Isaac and Jacob—not just to their descendents. Yet, as the writer of the book of Hebrews points out, the patriarchs "died in faith, without receiving the promises" (Hebrews 11:13). God must keep His promise, but in order to do so, He will have to raise the patriarchs from the dead. This explains why Jacob was so adamant about being buried in the tomb of his fathers in the land of Canaan.
Part of life is preparing for death, and part of preparing for death is preparing for life after death. Jacob prepared for death in full confidence because he had a relationship with the living God.