Some religions believe in that "in between" world.
Robin Williams was in a very beautiful movie about it. (What Dreams May Come.)
I'm not a religious person, but I see the story of purgatory as a metaphor a specific time in life. Escaping these real moments of purgatory is an important skill to be practiced. It's a skill that brings you closer to the joy of Heaven.
in other words:
Purgatory: moment we are yanked from our life as we know it, and get thrust (against our desires) into the cloudy abyss of the unknown.
Time spent there: the struggle to accept a new world is a place where joy is possible to find
a story about why this makes sense to me
First you must understand that I've spent 32 years working toward a career in performance/entertainment. (I started at 4.) Almost half of that time was focused specifically on comedy.
Last spring, in a desire to get "camera ready," I hired a personal trainer. It was nice to have someone pushing me at the gym, until he pushed me hard enough to damage my meniscus.
Being unable to walk and climb stairs is as good as death in this city, to those who spend half of their working time "pounding the pavement" between performance venues.
For a while, I fought my new disability. But the more I fought it, the more my knee felt like fire. Pain and suffering was winning. Hello, Hell.