In theory, the experiences from previous incarnations accumulate. So, the experiences are connected, only not memories. Not in the way we understand the concept of memories, anyways. Some say the phenomenon called Déjà vu is the manifestation of memories of past incarnations, which is why they bring such a weird, almost sad feeling and why we "remember" something that didn't actually happen (in one's current life, anyways).
Back to experiences... Picture them as if they were blue printed in one's soul. In that way, the soul slowly evolves, even if we don't remember the experiences we had. There are actually plenty of "arguments" to support this theory, such as how easily some people learn certain crafts — In theory, once again, the explanation would be that in a previous life, this individual learned this craft and as such, their soul "knows" about it even if they physically don't remember ever practicing such craft (like an art, say... drawing). In short, "talent" would basically mean you had plenty of experiences with what you are talented with in a past life.
Of course, you have to first accept that reincarnation is a thing, which is admittedly not the easiest pill to swallow. For me, it is only something I consider because well, I am crazy. Totally nuts. Between all the things I consider that can or could be real, reincarnation is really, really tame.
Last but not least, my two cents on fear of nothingness: We can't properly comprehend not existing. And it is very common to fear what we can't comprehend, what we don't know how it works. I am not scared of nothingness — In fact, I crave for it. Conversely, reincarnation scares the shit out me and I am not ashamed of admitting it. How could I not be scared of possibly being reincarnated in this hell again?
Then again, as I said, I am not exactly mentally sound.