Quote from : The Evolution Of Theology: An Anthropological Study Book

It appears now to be universally admitted that, before the exile, the Israelites had no belief in rewards and punishments after death, nor in anything similar to the Christian heaven and hell; but our story proves that it would be an error to suppose that they did not believe in the continuance of individual existence after death by a ghostly simulacrum of life. Nay, I think it would be very hard to produce conclusive evidence that they disbelieved in immortality; for I am not aware that there is anything to show that they thought the existence of the souls of the dead in Sheol ever came to an end. But they do not seem to have conceived that the condition of the souls in Sheol was in any way affected by their conduct in life. If there was immortality, there was no state of retribution in their theology. Samuel expects Saul and his sons to come to him in Sheol.