Yes, there is an afterlife, in the sense that after life, Christ will raise us from the dead. Thus, life is eternal. There is life after life!
What is a misconception, is that when we die, we go off into some cloudy, picturesque realm above the clouds where we are invisible 'ghosts' living with other 'ghosts' in a place called 'heaven'. Or that we are sent to a fiery underworld. These are a caricature of the reality of things.