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We can look at some examples of what he has said regarding the issue, to get a clue to his feelings on the matter. Right in chapter one, Miss Watson is telling him all about "the bad place" (Hell) and how "she was going to live so as to go to the good place." Of this, Huck states, "I couldn't see no advantage in going where she was going, so I made up my mind I wouldn't try for it," and then, once Miss Watson said that Tom Sawyer for sure wouldn't be heading to heaven, Huck thinks, "I was glad about that, because I wanted him and me to be together." So, it's not exactly like he wants to go to Hell, heaven just doesn't sound like the place for him. He doesn't really have a fear of hell, he's just rather indifferent about it. He's more into being with Tom.
Later, after he tears up the letter that he wrote to Miss Watson telling her where Jim was, he proclaims, "All right then, I'll go to Hell!". He feels like he is doing the wrong thing by helping a runaway slave; according to the law, he is, but according to what is really right or wrong, he is actually doing the right thing. I don't think he really grasps what exactly Hell is, but he is willing to go there in order to save Jim, his friend. So in this case he is definitely not afraid of going to Hell, whatever Hell might be in his mind.