I read somewhere that around 4 years old kids become aware of death. It isn't until later they understand fully what it means though.
I don't think you are so fucked up. It's sensible to dread death... I myself was a hypocondriac many years ago and made several unnecessary visits to the doctor. I'm also "obssessed" with death and like skulls, weapons, eschatology, death gods and many things like that. Because of a situation my own death might also be imminent. I shouldn't write this perhaps but sadly it's true. In the past I have been close to death but managed to avoid it. I've pondered death a lot and what happens afterwards. I'm not really afraid of death per se but of dying in a bad way. I could easily have died in the past and if it happens quickly in an accident or something, I'm "fine" with it. Come to think of it, I would rather have it to be my own doing that I die. Then it's my "fault" (which I can handle), I choose how and when and it's on my own terms. That way I won't be at the mercy of anything or anyone.