That's right, two opposite themes – Mortality and Immortality – occupy this poem. We find out that the memory of the speaker's death day is being told centuries into the afterlife. So, in this poem, Dickinson explores the idea of perpetual life. In this poem there is life after death, which offers an explanation as to why the speaker's so calm about everything. Death's not the end, just one step closer to eternity.
Even though Dickinson doesn't specifically name it, the speaker is in Heaven.
The horses mentioned in the poem were actually angels, carrying the speaker to the afterlife.