From Defending the Honor of Hashem (#E-328) by Rabbi Avigdor Miller
Q: How do we know that the tzaddik (righteous person) is going to Gan Eden and the rasha (evil person) is going to Gehinnom?
A: We know it because the Torah tells us that. That's the source of all knowledge. All that you can say is what you know, you know nothing at all. We listen to the Torah. Hashem spoke to our nation at Har Sinai, and He said that Moshe Rabbeinu is My spokesman. You hear that? Moshe will speak for Me.
Moshe Rabbeinu wrote in the Torah, “vayishkav im avosov,” Avraham Avinu “lay down with his fathers." Where were his fathers? Avraham wasn’t buried with his fathers. Terach was in Canaan, in Aram, in Choron. Avraham is buried in Mearas Hamachpeilah. It says he’s lying with his fathers?
The answer is, he joined his fathers in the World to Come. About Aharon it states that he was “gathered in to his fathers." Aharon wasn’t buried with his fathers, Aharon’s father was buried in Mitzrayim. Aharon was buried not in Mitzrayim. Moshe Rabbeinu was buried in Har Hohar; it says also he went to lie down with his fathers. So the Torah, Moshe says openly, when a person dies, he’ll go to his fathers, this is the World to Come.
When Bilaam stated “tomus nafshi mois yeshorim — let me die the death of these righteous people [meaning Am Yisroel]." What's the death of Am Yisroel, what does it mean, “usehi acharissi kamohu — and my afterward, should be like his [afterward].” What did Bilaam want, to be buried in the Jewish cemetery? Bilaam meant, if I could die and have an afterlife like they have an afterlife: an open statement in the Torah…
Therefore, there’s no question at all, we have an open demonstration of the truth of the World to Come, from the mouth of Moshe Rabbeinu. There are many other proofs in the Torah. Therefore, how do we know? We know from Torah.