You say that "since you were born" you have been puzzled by a vision of having lived and died as a Roman soldier. I doubt very much that anything has been puzzling you since you were born. This has been puzzling you since your imagination was caught up with so-called New-Age "Past Life Experience" nonsense. What could it be? It is your imagination influenced by the superstition and idolatry of our evil age. The Bible says that we have one life to live [Hebrews 9:27 ...it is appointed for men to die once and after that the judgement] . If we live it by God's grace in loving obedience to His will we will have the opportunity of eternal life. If we ignore God, we will die eternally. In the real world, there are no "do-overs" after death!
Past life experience is pagan nonsense.