Losing my religion, and shikantaza
Shikantaza means "just sitting" or "single-minded sitting". It is a state of being where you are present here and now, no matter on what you experience, in body or mind.

About losing your religion: the Buddha said that there are three marks of existence, one of them is impermanence of all compound things (anicca). In other words, anything that once begins to exist, one day ends (changes to other thing or ceases to exist). So your opinion about what is your religion, or even yourself and what you consider your religion, will certainly change and/or cease to exist.

About your annihilation when you die: one of main questions that buddhism bring to us is this: "What is this I?"? Because most of times we get identified with things that we bring with us, like the body that we carry or the thoughts and emotions that we have. We think that these things are "me", however, these also are compound things that began one day and that will cease to exist certainly. If you strip yourself of all impermanent things in yourself, what remains? Is there something that remains? So what is this that you call "I"? Before answering to where will you go when you die, you must answer what is this that you call "I" and answer what in this "I" dies with the death of the body.

Zen buddhism have quite diverse opinions about where are one going when s/he dies. Each master say one thing, but for certainly, the most important thing (and that's what shikantaza and enlightenment is all about) is to be totally in the present moment. This does not means that it's wrong to make plans for the future: on the contrary, it means that even making plans, you are totally conscious that you are in the present moment, and any plan may not happen, and even knowing that you are fine.

Suffering (dukkha) for buddhism is also inherent in all compound things, because when they cease to exist, if one haves desire or attachment for it, s/he will suffer. Buddhism says that there is a root, a cause for desire or attachment to exist, that is a kind of ignorance, a delusion, that prevent one of experiencing the reality as it really is. And that's what about shikantaza: experiencing the reality as it is, completely, here and now.