When you die you go to purgatory an repent and pray for others. You can be in purgatory from 1 min to 1000000 years. When you get out of purgatory you have to go to heaven. If u were in purgatory it's impossible to go to hell if u were in there already. When u get to heaven there is no time and u r happy because u are around God.
Immediately after? No one knows for sure. Thats one of those sticky points between denominations. Eventually at the end of time EVERYONE will face Judgement (whether you chose Him or Not Him) and why and end up in either 'heaven' or 'hell' whatever form those may take.
As the Catechism says, death puts an end to human life as the time open to either accepting or rejecting the divine grace manifested in Christ. In other words there are no opportunities to grow in holiness, no second chances. After we die we immediately stand before the judgement seat of Jesus and He will reward us based on how we have lived our lives, on how we have responded to the blessings and graces He gave us. This is called the particular judgement, because it refers to each of us individually. If we have died in the state of grace, we will go to Heaven or spend some time in purgatory. If we have died in a state of mortal sin, we will immediately go to Hell. Many of our culture are afraid of death. Why? Probably because they do not really grasp the meaning of life. We need to prepare ourselves for death by living our lives as Jesus calls us to, by loving Him with all our strength and loving our neighbors as ourselves. Many of the great saints longed for their time on earth to come to an end so that they could go home to be with the Lord. They were unafraid of death because they understood the purpose of life and lived it: They loved.
After death, a person resides in a "temporary" heaven or hell. After this temporary realm, at the final resurrection, a person's eternal destiny will not change. The precise "location" of that eternal destiny is what changes. Believers will ultimately be granted entrance into the new heavens and new earth (Revelation 21:1). Unbelievers will ultimately be sent to the lake of fire (Revelation 20:11-15). These are the final, eternal destinations of all people-based entirely on whether or not they had trusted Jesus Christ alone for salvation (Matthew 25:46; John 3:36). http://www.gotquestions.org/what-happens-death.html
That our soul remains after we die is clear from scriptures like Hebrews 9:27 "It is appointed unto man once to die and then the judgment". Paul said to be absent from the body is to be present with the Lord. Jesus taught about the Rich Man and Lazarus in Luke 16 and explains that they did not sleep or go out of existence after death. The Bible is clear that we are not just material body, but we are made of Body and Soul or Body, Soul and Spirit. The bigger and more important question is where does your soul go after you die. Jesus' taught in Luke 16 that not all go to the same place, and there is judgment.
1 Thessalonians 4:13-18 But I would not have you to be ignorant, brethren, concerning them which are asleep, that ye sorrow not, even as others which have no hope. For if we believe that Jesus died and rose again, even so them also which sleep in Jesus will God bring with him. For this we say unto you by the word of the Lord, that we which are alive and remain unto the coming of the Lord shall not prevent them which are asleep. For the Lord himself shall descend from heaven with a shout, with the voice of the a archangel, and with the trump of God: and the dead in Christ shall rise first: Then we which are alive and remain shall be caught up together with them in the clouds, to meet the Lord in the air: and so shall we ever be with the Lord. Wherefore comfort one another with these words.
You no longer have a foothold on earth. So anything you want done you best do now. Justice? Go get it. Happiness? Go get it. Serenity? Help build it. A lifetime of real heart felt fulfillment? earn it.