This section is from the book "Dreams And Their Meanings", by Horace G. Hutchinson. Also available from Amazon: Dreams and Their Meanings 1901<.
The best known record is contained in Herodotus's description of the burial of a Scythian king. We might think that they could have reconciled humanity with good service to the defunct by the fiction that the wife's soul could go to the dead husband while she slept - a journey that would have presented no difficulty to their notions - but they had no place for the sentimental and perhaps exaggerated value of human life, especially the life of a wife or a slave, that our modern notions give. Moreover there is always the trouble that from sleep one wakes, and the soul returns. Herodotus's description of the Scythian king's funeral is one of the most tremendous in all literature. They took the dead king, his favourite wife, cup - bearer, charger and a number of his guards out into the desert, many days' journey. The king they buried in his grave, with gold and silver ornaments, utensils, weapons and garments. They killed his horse, his wife and his cupbearer, and laid them in the grave beside him. Then, with this as a centre, in a circumference around they killed and staked, sitting on their dead horses, the horses themselves staked so as to stand upright, fifty of his bodyguards, and so, in the silence and solitude of the desert they left them.
What a sight, what a company for the lone traveller to chance upon, the dead king on his horse, secondly his wife and cupbearer, and around, still, silent and stark, the guards in their grim equestrian circle! It strikes one as the most horrible description to be found in literature, and it gains in the element of horror from the simple matter of fact manner of Herodotus's description, who allows himself no adjectives for its picturing. Just the stark facts suffice. This is an affair that only incidentally comes into a talk about dreams, but assuredly it is excellent material for a most terrific nightmare. The slaughtering of the horses evidently implies a belief that they had souls which could accompany their masters and serve them in the life after death.
On the whole, then, and taking into the account all these various considerations, it is not at all too much to say that dreams were certainly the largest factor in natural religion towards inducing in primitive man a belief, not indeed in immortality - there is no evidence that he conceived the life after death as likely to endure for ever - but in existence for a while at least after the body that he was best acquainted with had died. It is singular, in comparatively how few religions there is any belief in the existence of the soul before its birth in the terrestrial body; and this is possibly to be accounted for on the grounds that dreams would naturally show the sleeper nothing of which his waking sense had not had cognisance, nothing, that is to say, that he had not seen, heard, or so on, or combinations that the imagination could weave out of things of sense.
Primitive man was by no means satisfied with our simple division of soul and body. He conceived in some cases of two souls and even three or four. There was the soul that could go about clothed with the body, so to speak of it, in sleep or death - the soul that he saw when he dreamed. Then there was the soul of which the outward and visible sign was the breath. In some systems of primitive psychology these souls were identified, as we have seen, and as the words anitna, spiritus and so on imply. But in other systems they were held to be distinct souls. Some of the African savage races deem it dangerous to walk by the side of a river lest the shadow thrown upon the water be seized by crocodiles. All accounts agree that it is the shadow, not the reflection, that is liable to be seized to the man's undoing; but perhaps it is a point not sufficiently ascertained, and perhaps difficult to ascertain from those who speak a primitive and strange language. In Latin umbra, and in our use of shade - the shade of the departed - we find evidence of the identity of one of the souls with shadow.
There arose a trouble, as we may assume, out of the idea that the soul of the man, with its body clothing it, went to some far distant country with the souls of wives, chargers, battle axes and so on, and yet appeared to a living man in his sleep. One way of getting over the difficulty was to suppose that the soul made a very rapid journey and came to appear before the sleeper on earth. Another way, in the language of the cookery books, was to think that while one soul remained in the far distant country, in happy hunting grounds, Elysian fields, or however the place was imagined, there was another soul that haunted for a while, at least, the neighbourhood of the place in which the body was buried, and appeared from time to time to people in their sleep. We still see this notion surviving of ghosts haunting the place where the bodies they used to inhabit are interred. Therefore it appears that there were in some psychologies no less than four souls, corresponding to the breath, the shadow, the apparition seen by the sleeper, and the soul conceived to be away in Elysian fields, or Hades; and the last two of these ideas are derived from the apparition of dead folks to living sleepers, which may also have suggested the notion of something that did not die with the body appertaining to the first two ideas as well.
Some Africans also believe in a soul that goes to live in an animal in the bush. When we come to systems of psychology arrived at a more advanced stage of mental evolution, dreams are found to give suggestions of a rather different kind. It is not a little difficult to know the degree to which we are indebted to primitive psychologies for our own more developed ideas of the soul, but together with any inheritance we may have received from earlier suggestions we see mingling a new set of ideas in which dreams have had much to say. It is in dreams that the soul, according to the primitive notion (the mind, as we may perhaps call it, or the imagination) seems in some ways to act with greatest freedom, to be least bothered and confined by the body. It has therefore suggested itself naturally enough that the apparent parting of the soul and body during sleep is but a temporary parallel to what happens permanently when the body dies. The sight, so to speak, of the soul leaving the body and wandering to far regions during sleep, suggests the conception of what happens in death, which is regarded as a prolonged sleep (this again is evidenced by the way in which we speak of the eternal sleep and so on) only that the separation of soul and body is regarded as more complete during death, as it is also permanent.
 
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