(parts of this are most likely inaccurate as i haven't finished red dead redemption 2 yet and so i don't know exactly how arthur's death plays out. apologies about that, and with that, i'd like to note that there are some spoilers for the game in this post.)
arthur had known death was coming for a while. he had tuberculosis. it was deadly, horrible, and painful. his chest hurt like it never had in his whole life. in fact, it felt like he was having a heart attack. it had for what felt like a very long time. life was awful, and he was almost glad when he felt it slowly ebbing away as he breathed heavier and heavier, struggling even more than he had before. it was exhausting to get enough air. he was gasping, yet somehow at the same time, it felt as if he wasn't breathing nearly enough. there he lay, fighting for air with all his strength. finally, his lungs didn't breathe anymore. the pain of this was excruciating, and his life was playing out dimly before his weak eyes. all the terrible deeds, all the pain, yet at the same time, all the beautiful, good moments. was it a good life? he wasn't sure. the pain ebbed away slowly as he was contemplating this. he thought he felt tears coming out of his eyes. he didn't know, and it didn't matter. his mind stopped abruptly, and everything faded to black as he finally let go.
with a gasp, arthur woke up again. immediately the pain was gone. he could breathe again, somehow, and it was the most liberating thing he'd ever felt. he stretched his limbs and there was no pain or cracks. was this heaven? he'd never believed the religious mumbo jumbo, but he thought it could be. immediately the thought was countered by the thought that if he had to go to one, he'd definitely go to hell. moving on from thinking about the afterlife, arthur noticed that he didn't have hands. instead, in their place, there were furry paws with sharp claws at the end. he'd turned into a cat? that was awfully strange. he didn't think that could happen, but he wasn't one to dwell on things like that. it hurt his brain. with a shake of his head, he put it out of his mind. he notice that the air caressing his new form was cold, unlike the air of the west he'd died in. he was in a new place, seemingly uncivilized. that was good. no law enforcement, no bounties on his head. it felt as if thousands of pounds were lifted off his shoulders.
with a grunt, the mountain lion got up. he felt big. it was strange, but he liked it. the muscles within his feline body were far more powerful than his human muscles ever had the capacity to be. he started walking, stumbling at first but falling into a gait that felt eerily familiar, as if he was meant to walk this way. he found a small pool and looked at himself in it. he looked oddly like his human body. he was bulky, with a large muzzle, broad shoulders and small eyes. he still had a scar on his chin, and his fur was rough and ragged. "look at you, arthur..." he whispered to himself, breath becoming vapor in the cold air. "you're still an ugly old bastard," he finished with a small chuckle. he took a drink from the pool and began to wander, setting out to see if there was anybody else in this different new world.
arthur soon came across a small boat bobbing calmly in the sea. he examined the boat for a bit before noticing that there were floating islands above, casting a large shadow on the water below. "what the hell?" he mused. he wasn't the brightest by any means, but he didn't think this was how gravity worked. he stepped into the boat to get a closer look, finding a hat laying in the vessel. it looked just like his hat, his good old gambler hat, scratches and all. it sent a wave of nostalgia and sadness through his body. how did it end up here? who put it in the boat? these questions never would be answered. he simply picked up the hat and put it on with a faint smile. looking up at the island closest to him, he pondered how anyone was supposed to get up. suddenly the boat shot up. a curse came out of his mouth as he held on to his hat, the boat stopping by the island. he eagerly jumped out, not keen on being up in the air. ambling around, he looked for anyone who could tell him what this place was. "hello?" rang his call in the still morning air.
tldr; read last paragraph