No, you're not going mad hun, but maybe you've got some anxieties in some other area of your life? I think everyone wonders about the "end" sometimes, but then we either put it to the back of our minds, or change out thoughts to something a little more positive. We don't remember being born, so maybe when we get to the end of the line, it's something that just happens without trauma (unless we're ill). Try and think positively, and enjoy life while it's here. If you keep yourself occupied and happy, I think you're less likely to be troubled by morbid thoughts.