"I'll draw a parallel with Amusement Parks to illustrate my own personal belief.
Imagine that the time we spend waiting in line for the roller coaster is the time our souls spend outside the physical realm between incarnations. Then riding the roller coaster is like our trips through the physical world; it's loud, it's exciting, and occasionally you throw up. If you remembered every single second of the ride, you'd never want to ride it again, right? It's the surprise and the "newness" of it all that makes the ride fun.
And so we ride this ride as often and for as long as we like, and every so often, someone who has ridden the ride for a long time will stand up and say, "You guys, don't worry so much. It's just a ride." And we kill them for it because it doesn't match with our inherited cultural ideals. Ghandi, Lennon, Jesus, we don't like the movers and shakers in our neat little societies.
When life gets me down, when things are at their darkest, I take great comfort in the ability to take a deep breath, look around me, smile at the moon, and say with relief, "'It's just a ride.'"
~ A comment I saw on a Yahoo! Answers forum on reincarnation