Holy Mother Church teaches us that immediately after death, our soul separates from our earthly body and we stand before God for judgement, We the enter Heaven, Purgatory or hell.
Heaven is the ultimate end and the fulfilment of the deepest human longings, the state of supreme, definitive happiness. Those who are free from all sin enter Heaven immediately.
Purgatory is a place of purification, for those who die in a state of grace and friendship with God but who are not yet fully purified. Those in Purgatory are assured a place in Heaven after their purification. We pray for those in Purgatory, in the midst of mercy, that they may soon be with God in Heaven.
Hell is for those who have willingly chosen to reject God and His love. If we persist in a state of serious sin, we damn ourselves to hell.
At the end of time, our Lord will come again to judge the living and the dead. All Souls will be re-joined with their bodies, and those in Purgatory will be joined to the blessed in Heaven. The Last Judgement will reveal that God’s justice triumphs over all injustices committed by his creatures and that God’s love is stronger than death.
The above is adapted from the Catholic Catechism for Adults