Origin of the Grim Reaper
If you're going to give death a human face, why not make it friendly? That was the approach taken by the Greeks, who named death Thanatos. Thanatos was the twin brother of Hypnos, the god of sleep, and both were portrayed as young, pleasant men. In some illustrations, Thanatos appears with wings and an extinguished flame. His job was to accompany the departed to Hades, the Greek underworld. There, Thanatos would deliver the souls to Charon, the ferryman on the River Styx. In this version, death isn't ugly and frightening, but attractive and helpful.
Feminine versions of death also occur. In Norse mythology, the Valkyries were beautiful young women who served both as Odin's messengers and as escorts to the souls of warriors killed in battle. In fact, Valkyries means "choosers of the slain." During battle, they would ride upon winged horses and, surveying the field, select brave warriors to die. Then they would transport these souls to Valhalla, Odin's hall. Once in the afterlife, the brave souls were enlisted to fight in the battle of Ragnarok, an apocalyptic conflict signaling the end of the world.
The Valkyries are reminiscent of angels, the spiritual intermediaries between God and humans. In some stories, angels carry messages to mortals or protect them from harm. In other stories, they interact with the deceased, tormenting those who have sinned. The Angel of Death -- a spirit that extracts one's soul from the body at the moment of death -- appears in many religions and cultures. The archangels Michael and Gabriel have acted as angels of death in Judeo-Christian religion. Azrael is the Islamic Angel of Death, who sometimes appears as a horrifying spirit with eyes and tongues covering his entire body. Azrael maintains a massive ledger in which he records and erases the birth and death, respectively, of every soul in the world.