Purgatory, also known as Echo, is an outer plane and the first destination for souls after death. In most pantheons, Shai is believed to reside in Purgatory, where they judge each soul and determine which plane is to be their final destination.
Only souls and psychopomps are able to access Purgatory - no living being or other extraplanar creature can travel there. As a result, depictions of the plane vary greatly, as none can be quite sure what it looks like.