If you are a Hindu or a Buddhist, you believe that when you die...
Budha quit Hinduism and formed the movement that we call Buddhism due to the suffering he saw in his town where his parents were ruling I believe. One story I remember...he was young boy and he had an elder brother. The "prophets" of his time predicted that Buddha will become the prince rather than his elder brother as the usual custom. So he sacrificed all his comforts and started teaching that "world and everything in it and everything that we strive for" are illusions. He even included striving to achieve salvation is an illusion. So, he rejected all Hindu scriptures.
The most striking Buddhist turn of thought is its rejection of Hinduism’s substantialist view that the core of every person is an indestructible soul that must either be set free or condemned to suffer the consequences of negative karma in subsequent rebirths. Buddha considered the notion of an immortal self that needs to be saved just one more delusion to grasp at in desperation, one more cause of suffering
Renard, J. (1999). Responses to 101 Questions on Hinduism (p. 107). New York; Mahwah, NJ: Paulist Press.