As long as it's not interfering with your life negatively, then I don't think it's something to worry about it.

I often think of death, but I don't think of it as a negative thing. I don't really worry about it, just ponder it and wonder what I can do to get into the role of a psychopomp in this life. It's a bit of a calling so it's not always far from my mind.

If I was reacting to the thoughts differently, such as it causing severe anxiety or depression, then I would head in to the psychologist to get checked out and to figure out why I keep having thoughts along those lines.