Many practitioners of witchcraft believe that we have lived many times before, hundreds if not thousands of times. (And if you imagine that past, present, and future run parallel to each other, some of your past lives could be in your future).
The act of exploring your past lives is known as past life regression.
Some people commit their whole lives to trying to find who they were. But I believe that we can't remember our past lives for a reason. In my opinion, they're not really worth getting into. It's not good to dwell on the past. We should try to better ourselves in this life.
Also, even if you do see something during meditation or something, you have no way of knowing whether that's an actual memory, something you made up, or someone else's memory. Loads of people claim to be a famous Greek philosopher, pharaoh, hero, whatever... Most people have lived hundreds, thousands of times before, so past life regression is a confusing maze that you have almost no hope of ever navigating.
When we do past life regression, we tend to receive images and "memories" of things that resonate with us; these are not necessarily your memories, you're just seeing them because they resonate with you.
Unless you've had profound memories from the age of 2 and onwards, I don't see much point in past life work. Focus on this life and raising your vibration and energy; to look back just stalls your progress.
Sudden interest in past life regression can be a sign that you are ungrounded! I suggest you get out in nature or do some grounding meditation. Work especially on your root chakra. Here is a simple and quick grounding meditation: https://youtu.be/jNQXpfbtORk
If you are really curious, though, you can look into karmic debt. You can find out what kind of karmic debt you have depending on your numerology; your date of birth, your name, etc. I wouldn't pursue it further than this though.
Obviously it's much easier to conduct past life work when you have memories from an infant. And often those memories remain intact for a reason, so we can learn from them. But, vast majority of people have no memories of any other lives and so, to go out and actively seek your past lives, to me, is pointless.
I think if the universe bestowed you with intact memories then there's an important reason for it, whatever that might be. If the memories have been lost to time and space, then there's a reason for it, the main reason being that there's no incentive to delve into the past, and therefore there would be no reason to retain those memories.
So, for people who remember from infancy, yeah I would explore further. For people who have no memories, I would go no further than karmic debt.