No, we don't have to wait until we die to find out what happens after death -- and I sincerely hope you won't take that risk. And you don't need to, because God has done everything possible to let us know what lies beyond the grave.
Think of it this way. How could we know -- really know beyond all doubt -- that death is not the end, but that there is life beyond the grave? The only possible way would be for someone to die and then come back from the grave and tell us. And that is exactly what happened with Jesus! Although He was innocent of any crime, He was executed on a cross, and the Roman soldiers who killed Him made certain He was dead and that His tomb was sealed.
But three days later, He was alive! At first, His disciples couldn't believe it, but soon they were convinced as He repeatedly showed Himself to them. Altogether, the Bible says, hundreds saw Him after His resurrection. They knew He had come back from the grave, proving for all time that there is life after death. He declared, "Look at my hands and my feet. It is I myself! Touch me and see" (Luke 24:39).
No, death is not the end. We will live on -- either in the place of absolute despair the Bible calls hell, or in heaven with God forever. Don't gamble with your salvation, but put your faith and trust in Jesus Christ, who alone offers us the gift of eternal life.