Reincarnation an integral part of Eastern Philosophy. Yoga can be practiced without any belief in reincarnation, but it helps to understand the concept. When I hear people speak of it, they talk about being a human, then a worm, then a dog and finally ending up a box of tic-tacs. The philosophy is not as simplistic.
Have you seen the movie 50 First Dates with Adam Sandler? You saw an Adam Sandler movie? Just kidding. In the movie, Adam Sandler plays a marine biologist named Henry Roth, who goes to a diner and falls for a girl name Lucy Whitmore, played by Drew Barrymore. The next day, he shows up at the diner only to find out that she has forgotten about him. He discovers that each day she wakes up she forgets everything that happened the previous day. To make a long story short, Henry tries for months to get Lucy's attention trying various schemes. They sail away together on his boat where every day she wakes up and watches a VHS tape of their relationship, reminding her how they met and what her life is like.
When we die, our consciousness leaves our body behind and takes with it the subtle impressions it collected during its lifetime. When we are reborn, we are put into a place and time where those subtle impressions can best be fulfilled. Just like when Lucy falls asleep, when we die, we forget everything from the previous time period and have to start over again. What we were in the past life largely determines what we are to learn in the next life. It all depends on timing, what we still need to learn as a soul and how our karma plays out.
Regardless of what we do, the concept of reincarnation works to evolve the individual soul back to its original manifestation of pure consciousness. I like to think of Yoga as the video tape. We practice so we can gain insight into what we are bringing over from other lives by watching the tape of our inner tendencies. I think if we looked at death from the perspective of going to sleep rather than the end of it all, a lot of its fear in mystery would vanish.