Bahá'ís believe that each human being has an immortal soul.
Like many religions, the Bahá'í faith is rather unhelpful in telling us much more about this soul.
Religions are not deliberately unhelpful or obscurantist when they try to explain such things - it is simply very difficult to talk about the ineffable and Bahá'í writers are no exception.
The soul is the spiritual reality of a person, which does not die when their body dies. It moves to another plane of existence, which we cannot understand while we are on earth.
The soul does not live in the body but is connected with it in a way that is not explained. This connection begins at the moment of conception.
There is clearly great continuity between the experiences of the soul during our bodily life and the after-life, since Bahá'ís believe that a good marriage will continue as a bond between two souls after bodily death.