it’s not technically a place at all, but a state of existence. Basically, its the final purification of souls before being admitted into heaven; Catholics will say that if you die outside of god’s grace, you don’t go to purgatory at all, just straight to hell. (do not pass go, do not collect 200 god coins.) protestants (especially weslians, and maybe eastern orthodox, but don’t quote me on that,) would say that the final purification happens in the moment of death. (Wesely basically argued that they had become perfect enough in life.)