According to theology and philosophy, yes, we do.
In philosophy, if God is an incorporeal, eternal, and omnipotent being, then it certainly is within his power and probable action to create creatures of similar substance.
In theology, almost all religions throughout history believe that in some way, our essence continues forever. In Christian scripture, we can see numerous references to our soul’s immortality.
(1 Peter 3:18-20) For Christ also suffered for sins once, the righteous for the sake of the unrighteous, that he may lead you to God. Put to death in the flesh, he was brought to life in the spirit. In it he also went to preach to the spirits in prison, who had once been disobedient while God patiently waited in the days of Noah during the building of the ark, in which a few persons, eight in all, were saved through water.
This passage shows that Christ “went to preach to the spirits in prison.” If there is no soul, who was there to listen to Christ preach?
(Philippians 1:23) I long to depart this life and be with Christ, [for] that is far better.
Above is an allusion to life after death with Christ.
(2 Peter 1:13) I think it right, as long as I am in this “tent,” to stir you up by a reminder, since I know that I will soon have to put it aside, as indeed our Lord Jesus Christ has shown me.
Here Peter uses a tent as a metaphor for his body that will be discarded upon his death.
(Revelations 6:9) When he broke open the fifth seal, I saw underneath the altar the souls of those who had been slaughtered because of the witness they bore to the word of God.
In the above verse from Revelations, John sees the souls of the martyrs.
(Revelations 5:8) When he took it, the four living creatures and the twenty-four elders fell down before the Lamb. Each of the elders held a harp and gold bowls filled with incense, which are the prayers of the holy ones.
Above shows the saints in Heaven, delivering our prayers to God.
Some denominations believe our souls are sleeping until the Last Day.
This idea is refuted by scripture.
(Matthew 17:3) And behold, Moses and Elijah appeared to them, conversing with him.
(Mark 12:26) As for the dead being raised, have you not read in the Book of Moses, in the passage about the bush, how God told him, ‘I am the God of Abraham, (the) God of Isaac, and (the) God of Jacob’? He is not God of the dead but of the living. You are greatly misled."
In the first passage above, we can see that Moses and Elijah were awake and well when they visited Jesus. In the second, Jesus clearly states that those who believe that the deceased are lying dormant waiting to be raised are “greatly misled.”
I repeat this passage from above:
(1 Peter 3:18-20) For Christ also suffered for sins once, the righteous for the sake of the unrighteous, that he may lead you to God. Put to death in the flesh, he was brought to life in the spirit. In it, he also went to preach to the spirits in prison, who had once been disobedient while God patiently waited in the days of Noah during the building of the ark, in which a few persons, eight in all, were saved through water.
These souls were awake and aware to receive Christ’s preaching.
Does Heaven await us?
(2 Corinthians 5:1) For we know that if our earthly dwelling, a tent, should be destroyed, we have a building from God, a dwelling not made with hands, eternal in heaven.