The adage that “when we die we don’t carry anything with us” is only partially true. Of course, we don’t carry anything physical, but we do carry something very subtle. The subtle thing is nothing but our karmic debts. This is the reason why we are born again, to experience the fruits of these accumulated karma.
The sperm or ovum by itself do not have soul. There is no concept like partial souls combining together to form a single complete soul. During the time of fertilization (only when it is destined to fertilize), the soul enters a womb according to the karma, and resides there in the embryo. The development of the body starts gradually.
Womb is not a perfectly safe and peaceful place to be. With the body curved, and unable to move the limbs, bitten by hungry worms, living amidst feces and urine, feels the pain all over the body and goes through great suffering. By the sixth month, through the grace of the Divine, the baby will remember all the karma generated in hundreds of previous births. By remembering all these, the baby will sob for long time, feeling great sorrow, and trembles.
Upon reaching the seventh month, the baby consciously seeks refuge in Vishnu (the almighty), confesses the past mistakes, and determines to lay in the feet of Vishnu. But, by the tenth month, the baby who determined to surrender to God is suddenly cast out with the head downwards into birth. Upon birth, all the memory is destroyed and cries loudly, deprived of knowledge. The miseries of current birth starts then.
The most appropriate verse to remember all the time will be as follows:
agnaninAm maya doshAn, (This ignorant sinner of the sins committed,)
aseshAn vihithan hare, (Due to sheer helplessness, Oh Hari,)
kshamasva thwam, kshamasva thwam, (Please pardon, please pardon,)
sesha shaila shika maNe. (Oh crest jewel of the Sesha mountain.)
Further reading:
1) “Garuda Puranam”, Chapter 6, The Miseries of Birth of the Sinful. (abridged version).
2) “Shiva aparatha kshamapana stotram”, by Adi Shankaracharya.
Ram Prasad K 
What is the truth behind the womb story? Is their any logic or it is simply purana katha.? Instead of making stories with the mysteries, it is better to know the truth by the established ways of realization because these types of fantacies do not help the people.
Nobody has the authority to decide what helps whom. Numerous paths exist to realize God. What suits one might not suit another, and criticizing one path over the other will only lead to mental suffering. Instead, just follow the path which resonates with our frequency of thoughts. Puranas exists to convey to us the same truth expounded in Vedas. Whether this fact about the sufferings inside womb is true or not depends on individual’s perception and insight. Nothing wrong in concluding it either way.
Thank you for apprising your path.