Depends what specifically you're talking about when you say "dying."

Do you mean the process of it? Or do you mean what comes after?

For what comes after: Think about all the time before you were born and the big bang. That's what it'll feel like. Ever had a nap for 5 seconds, only to wake up and realise you've been asleep for an hour? Picture the deepest sleep possible. The remaining time between the second you die and the heat death of the universe will pass in an instant. It really is nothing to be afraid of.

If you're worried about the actual process, just realise that you live in the absolute best time in terms of medical treatment, pain management, and scientific break through. I don't know how old you are, but I'm willing to bet you've got decades in you still. It'll suck when it happens, but the longer you live, the less it'll suck. The chances of going badly (from a medical thing anyway) decrease every day. So stay active, eat well, and look after your body.

But don't let that interfere with living your life.

This Kurtzgesagt video was instrumental in helping me to chill out and just get on with it:

Optimistic Nihilism

ETA: The way you talk about life:

just keep on moving forward, keep setting goals, keep making progress

Stop. There is nothing wrong with standing still for a minute and catching your breath. My advice to you is to stop looking forward for a second and just focus on existing right now.

Once you feel comfortable in the day to day, then you can look a little further ahead.