its in the bible. people may only be cast down into hell or heaven after death. that's what i know about it. 
The Bible isn't exactly clear about this notion, actually; I will repeat it here for your sake: Jesus makes a distinction between Gehenna, which is hellfire, and Sheol/Hades. Sheol/ Hades is the abode of the dead (in Judaism this is Sheol. The New Testament writers transliterate it to Hades for the Gentiles). Jesus makes it clear that Hades is
not Gehenna. Gehenna is a place outside Jerusalem which in Jesus' day was its garbage dump--it was also the place where it was believed demons reside, as this was the place where babies were sacrificed to the pagan god Molech (if I am correct with that name). Hence, there is a big difference between the two places. Hades/Sheol could not be hell since
all souls, according to Jewish notion, go there. Jesus was very much aware of that--see Luke 16 for his reference to Sheol/Hades. So where does Purgatory come in then? Purgatory in Catholic belief is a
temporary place where those who have repented but have not expiated their temporal punishment go. In other words, these are the souls who have been judged but are not yet fit for heaven, nor are they for hell since they have repented of their sins already. They then go to Purgatory first before heaven. Sheol/Hades fits this very well, as we would later see Jesus opening heaven and hell, thus releasing the souls from Hades and letting them go to either heaven or hell.