James seems concerned for Hume and asks him a few times about the afterlife (or a "future state") and immorality.
I [James] asked him if it was not possible that there might be a future state. He answered it was possible that a piece of coal put upon the fire would not burn; and he added that it was a most unreasonable fancy that we should exist for ever. That immorality, if it were at all, must be general; that a great proportion of the human race has hardly any intellectual qualities; that a great proportion dies in infancy before being possessed of reason; yet all these must be immortal; that a porter who gets drunk by ten o'clock with gin must be immortal; that the trash of every age must be preserved, and that new universes must be created to contain such infinite numbers. This appeared to me an unphilosophical objection... (page 47)
I [James] asked him if the thought of annihilation never gave him any uneasiness. He said not the least; no more than the thought that he had not been, as Lucretius observes. (page 47)
[Hume] had once said to me, on a forenoon while the sun was shining bright, that he did not wish to be immortal. This was a most wonderful thought. The reason he gave was that he was very well in this state of being, and that the chances were very much against his being so well in another state; and he would rather not be more than be worse. (page 48)
I like how Hume wished immorality to not be true. There are many things that I would wish not be true, but the fact of the matter is that they are. I also wonder where Hume's fear of the afterlife being worst than it was here was coming from...
James latter adds to what he had written and concludes his account with this quote from Hume:
"If there were a future state, Mr Boswell, I think I could give as good an account of my life as most people" (page 49)I know very little of Hume's personal life and if his life's moral account would be as good as most people. I am even willing to concede that he may have been more moral than most. But besides the implicit question of who Hume thinks he will be giving an account to, it baffles me that people think they can stand before God and tell Him how good they were (by their own estimation) and why they should be let into heaven. How arrogant are people to think that they are allowed to choose their own destination in front of God because they choose to see some of their own good actions and over look all the bad.
It is interesting that Hume did consider the eternal. It seems that everyone at one stage for some reason has a feeling that death is not right and a yearning for the eternal. Perhaps we have a sense of the eternal in our hearts...
You can read Boswell's account here (without the last three paragraphs that were added on 22 January 1778).