The concept of Purgatory can be a strange one for many to accept, as it can seem like a middle place, between Heaven and Hell.
Yet, in reality, Purgatory is much more related to Heaven, and its name helps explain what happens in this stage of the afterlife.
The English word purgatory comes from the Latin purgare, "to make clean, to purify."
It is a place of final purification before a soul reaches the gates of Heaven.
The Catechism of the Catholic Church expands on this idea.
C.S. Lewis (although he was not a Catholic) gave a profound (and comical) description of Purgatory that connects to this definition. He wrote in The Great Divorce:
It could be described as a washroom before reaching the Wedding Feast of the Lamb.
Not all souls require this final purification, but many will, and it is seen as a part of God's Divine Mercy that it exists, to give our souls the chance to reach Heaven.