Plato wrote three dialogues concerning the trial and death of Socrates, Apology, Crito, and Phaedo. These dialogues were not verbatim copies of actually speeches or dialogues, but instead were dramatic work illustrative of what Plato considered Socratic philosophy; how accurately the portray the historical Socrates is still a matter of scholarly debate.
In all three dialogues, the Socratic charatcer argues that death is not something to be feared, because either (1) it is like sleep and we all find sleep pleasant or (2) it represents freeing the soul from the confines of the body and some sort of return to the divine, which would be something positive.
In Apology, Socrates states that he has had a long and pleasant life, and would prefer death to exile, as exile would be unpleasant and death would not. As leaves, knowing that he will drink hemlock and die, he states that he goes forth to death and the jury to life, and only god knows which is better.