After Avram's dramatic victory over the four kings and the successful rescue of Lot and the return of all the captives, Hashem reassures Avram: "Al tira Avram, anochi magein lach, s'char'cha harbei m'od" -- "Do not fear Avram, I am your shield, your reward is very great." (15:1) To this promise, Avram responds: "Hashem Elokim, mah titen li, v'anochi holeich ariri" -- "God Almighty, what will you give me since I go through life childless." (15:2) Many commentaries raise a perplexing problem with Avram's answer. Clearly, Avram, who had discovered the truth of the One and Only G-d independently and against the prevailing theology of paganistic polytheism prevalent in his time period, surely also arrived at the truths of the transcendence of the soul and 'Olam Haba -- the World to Come -- the world of true and everlasting reward. How did Avram know that Hashem's promise of "great reward" was not referring to Avram's reward in the hereafter? The Malbim addresses this question by formulating a fundamental principle concerning the nature of the everlasting reward. The spiritual delights of 'Olam Haba are not "schar" -- reward -- which implies something extra, not built into the very system of creation. The soul is not "rewarded" for its service of G-d any more than one who diligently studies is "rewarded" with wisdom. The acquired knowledge is a natural consequence of the study; so too, the "reward" of 'Olam Haba is a natural consequence of the elevation of the soul that served its Creator. It is for this reason, posits the Malbim, that the reward in 'Olam Haba is not mentioned more explicitly in the Torah Shebichtav (the written Torah) (although it is alluded to (see Maimonides, Introduction to Perek Cheilek)) whereas reward in 'Olam Hazeh is mentioned countless times. The reward of the next world is a fundamental axiom of the very creation of the soul and its mission in this world; the reward of this world is an additional act of kindnes that the Merciful One bestows on His creations (see also Ramban (Vayikra (26:12)) and Ruach Chaim on Avot (3:1)).
R. Chaim Volozhiner in his Nefesh Hachaim (1:12) expounds on this concept further. The reward of 'Olam Haba is created by Man himself. Each time the person performs a Mitzva, the spiritual radiance created by that Mitzva is transferred into the next world and awaits its creator to benefit from it. Thus, explains Rav Chaim, in a very literal sense, "s'char mitzva - mitzva" (Avot 4:2), the reward of a mitzva is (created by) the mitzva itself.
The Ohr Hachayim expresses a similar theme. In explanation of the passage "V'sham'ru b'nei Yisrael et Hashabbat la'asot et hashabbat l'dorotam" -- "And the Jewish people should keep the Shabbat, in order that they perform (literally make) the Shabbat for all generations," he explains that by the Jewish people keeping the this-worldly Shabbos, they actively create (hence "make") their reward in the next world which is referred to as the "Yom Shekulo Shabbos" -- the day that is eternally Shabbos (See Tamid 7:4). Thus, the observance of Shabbat quite literally creates another, everlasting Shabbat for the observer.
In his Mesillat Yesharim (Chap. 1), R. Luzzato begins his classic work with the statement "a person needs to know his goal...that Man was created to partake in delight from God and to enjoy the splendor of the Divine radiance." Now, the highest form of Divine service is one in which the 'Oveid Hashem serves G-d not in order to receive reward but purely because it is right (see Avot 1:3, and Rambam (T'shuva 10:1); however, see Ruach Chaim (1:3) and commentary of Chazon Yoel (footnote 877) by R. Yoel Sperka to Nachmanides' Sha'ar Ha'Gmul). However, certainly, as the Mesillat Yesharim indicates, a heightened awareness of the immeasurable spiritual pleasure awaiting the servants of G-d as well as an understanding of the immense power endowed in mankind by their Creator to actively create this reward should propel us toward an increased devotion to the Divine Will. Furthermore, a realization of our ultimate destination should place all of the vicissitudes and trials of life in the proper perspective and enable us to emphasize performance of Hashem's commandments.