Most religions believe that we have a soul. They don’t quite define what it is, but they are all quite sure that we have it.
A bit of reading in philosophy will lead us to the notion that the soul holds the key to our personal identity. In other words, if I put your soul in my body, then you would find yourself trapped in my body. My body would not be going around feeling that there is a strange something inside me. So your soul is expected to be the key to your personal identity.