Many believe, that between lives we retreat to, or start from for new souls if there are any, the Astral Plane. Prior to birth we plan what's going to happen in the upcoming life. Good things, bad things, long life, early death, rich, poor, middle class, boring or the life of the party, beautiful, ugly, sexy or not, everything is planned. Some say yes, it's all planned, pre-destined, and no deviation is possible, free will is a myth. That what we perceive as free will, is something that was planned ahead of time. Others say that yes, there is planning, for the big picture, the broad strokes, but the details successful, unsuccessful, getting laid or not, a drunk/dope addict or a church going tightass, etc. are the result of free will.
Along the same lines, the same entities that you know in this life, have for the most part been with you in all lives. Like a troup of actors the roles may change, but the cast remains the same.