How afraid are you that there's no heaven nor hell?

Purgatory (Latin: purgatorium, via Anglo-Norman and Old French)[1] is, according to the belief of some Christians, an intermediate state after physical death for expiatory purification.[2] There is disagreement among Christians whether such a state exists. Some forms of Western Christianity, particularly within Protestantism, deny its existence. Other strands of Western Christianity see purgatory as a place, perhaps filled with fire. Some concepts of Gehenna in Judaism are similar to that of purgatory. The word "purgatory" has come to refer also to a wide range of historical and modern conceptions of postmortem suffering short of everlasting damnation[3] and is used, in a non-specific sense, to mean any place or condition of suffering or torment, especially one that is temporary.[4]

The Catholic Church holds that "all who die in God's grace and friendship but still imperfectly purified" undergo the process of purification which the Church calls purgatory, "so as to achieve the holiness necessary to enter the joy of heaven". It has formulated this doctrine by reference to biblical verses that speak of purifying fire (1 Corinthians 3, 1 Corinthians 3:15 and 1 Peter 1, 1 Peter 1:7) and to the mention by Jesus of forgiveness in the age to come (Matthew 12, Matthew 12:32). It bases its teaching also on the practice of praying for the dead in use within the Church ever since the Church began and which is mentioned even earlier in 2 Macc 12:46.[5][6]

en.wikipedia.org/wiki/Purgatory