I know, logically, that it's not likely that it's real; but we, as humans, also don't know nearly enough about the process our souls go through upon death to say that concretely (assuming we have souls). It's prevelant enough in many different cultures and centuries that it might be real.
I want to believe it exists. And if it does, I think I'd rather be born into a different world than this one. If there's no other world to be born into, than I'd rather come back as a timber wolf, a puma, a snow leopard, or a Canadian lynx. Being a human again sounds exhausting.
A big predator with few natural enemies beyond humans, that either live in packs or solo after leaving their parents, and that can fend for themselves. I think that would be prefered to what I have now. Grass is greener, I suppose.