Deceased family members should be among the first souls we pray for on a regular basis.
For Catholics, purgatory is a place of purgation, a final stage of preparation before the eternal rewards of Heaven.
Most of us will likely go through some sort of purification after death, which is why the Church encourages us to pray for anyone we know who has died, especially our own family members.
Here is a short prayer from the Raccolta that highlights praying for those we personally know and hope to some day meet again in eternity.
O Lord God Almighty, I pray Thee, by the Precious Blood which Thy Divine Son shed upon the wood of the cross, especially from his most sacred Hands and Feet, deliver the souls in purgatory, and in particular family members for whom I am most bound to pray; that no neglect of mine may hinder it from praising Thee in Thy glory and blessing Thee for ever. Amen.