I could also be wrong. I follow the teachings of the bhagavad gita and the upanishads, which do have conceptions of souls. But my main goal at the moment is to find peace and strength of mind via their teachings.
The ultimate realization you can have in this system is that your individual soul is the same as the eternal soul contained within and that makes up all things, and therefore cannot die, ascend, descend, or change in any way. The one who attains such a realization therefore attains a state of no fear and no grief because they and all things are, have always been, and will always be.
So to answer your question, I could say that my ego dies with my body, which is the only thing sustaining the illusion that I have a soul separate from the universal one.