"For what profiteth a man, if he shall gain the whole world and lose his own soul? For all flesh is as grass, and all the glory of man as the flower of grass. The grass withereth, and the flower thereof falleth away:" Mark 8:36 and 1 Peter 1:24
Can you lose your soul? Yes. You can lose it in this sense; You are alive and you have the power to feed and nurture your soul with the Word of God. You can commune with God and you can hear from the Holy Spirit all things pertaining to building up and filling the soul with God things. Your soul can be enlightened with the things of God. You can decide today to enhance your soul by praying or worshiping or praising or thanking God. But there will come a time when you will no longer have that power. When you die, if you are born again, you will still have power over your soul. You will not lose control of you. What good is it to gain all the material wealth that the world has to offer and then lose control of your living soul for eternity.
By losing control I am saying that in hell (the place where non-believers will reside for all eternity) their soul remains alive and they are conscious of their surroundings, but no longer will anyone who goes to hell have any control over anything, not even their existence. They cannot even die or become unconscious. Maybe it is important to believe and to reveal the gospel of Jesus Christ. It is the only way to avert a terrifying destiny.
Just one more note: Modern man doesn't fear hell. We can thank our preachers for that. Modern man doesn't believe hell is the place that Jesus says it is. I think everyone should re-evaluate what they believe. If the scriptures are true about salvation and true about the benefits of knowing Jesus and you recognize the truth of this by the evidence of experience, shouldn't we also believe what the Bible says about hell?