The question about past lives has been bugging humanity for hundreds of years - at least from the point when we stopped surviving (more or less) and had more free time to think about who we are and where we come from. Christianity has created its very own notions about heaven and hell, setting up a somewhat unhealthy relationship with death for the whole humanity, but the idea of reincarnation is much more older than that.
You've probably heard the term before as it has become quite popular in the later decades with the rise of various esoteric movements. The idea that our soul travels through time and space living out different plots in different bodies has been presented thousands of years ago by the ancient Hindu teachings and scriptures that are still regarded by many Hindu followers as the ultimate truth. But whether you believe in the reincarnation or not, there are ways to actually experience past lives for yourself.
Numerous people have went through the near-death experience and came back with tales about light and something greater waiting for us far beyond. Meaning, that this life is definitely not the end and as our bodies perish, something lighter, some kind of energy (e.g. soul) keeps on travelling and, some believe, it is eternal and never dies.
Still, you don't have to experience an NDE to find out what's on the other side - there are milder ways to experience what lies beyond and what kinds of lives you've lived before this one. Regression therapy is a type of non-intrusive hypnotic technique that allows you to access not only hidden memories and suppressed feelings from this life, but it can also help you cross the border between this life and anything you might have experienced before that.
All those memories, be it from very early childhood, prenatal ones, and the memories of past lives, are stored deep in our subconscious minds and can't be easily accessed by a regular human being leading an active lifestyle. Regressive hypnosis allows people to enter a very deep and calm state of mind, similar to the one we experience during a meditation, and in that state of clarity a regression therapist can guide a person towards the memories of their past lives.
Why would anyone want to find out about their past incarnations? Well, the answer to that is very simple - just like we store the trauma of past events in our subconscious minds, we also store traumatic experiences from our past lives and they influence our lives and personalities in the very same way. Some irrational fears, recurring dreams, deja vu and that feeling of familiarity that we sometimes get when visiting a new place or meeting some person are all the result of memories of past lives seeping through into our daily lives.