Long story short: Yes Jesus died but he still lives. Prior to Jesus, the Jews had to offer sacrifices of an unblemished lamb as an atonement for sin. Jesus willingly came to Earth as both God and man to be the perfect sacrifice for our sins for eternity. Confessing that you're a sinner and believing that Jesus is Lord of all including your life and asking Him to come into your life as Lord is your salvation. Jesus' physical death was certain but on the third day He rose from the dead and appeared to the disciples. Making Jesus Lord of your life assures that while your body may die, your soul will live in eternity with the Lord.

I'm seriously watering this down but hopefully you get the gist. When you accept Jesus as your lord and savior with every fiber of your being, it is literally a life-changing experience. It seems for most that the rug literally has to be pulled out from under them and you're on the ground with nowhere to look but up.