We cannot sin against God without consequence. The Bible refers to death as being the main punishment for our sin. This began with Adam and Eve in the Garden of Eden, and continues to this day.
Wherefore, as by one man sin entered into the world, and death by sin; and so death passed upon all men, for that all have sinned:
Our death is separated into two parts: Body and Soul. Our body will die one day due to the penalty of sin. However, the greater consequence is our soul being separated from God forever. We cannot carry our sin into Heaven and corrupt a perfect, so God is forced to put us into Hell where we will pay for our sins.
And fear not them which kill the body, but are not able to kill the soul: but rather fear him which is able to destroy both soul and body in hell.
But the fearful, and unbelieving, and the abominable, and murderers, and whoremongers, and sorcerers, and idolaters, and all liars, shall have their part in the lake which burneth with fire and brimstone: which is the second death.