What Happens to Us When We Die?
The Bible gives us some hints on this subject. Pointing to a few of them here. Note that Paul uses the term "fall asleep" to mean "die" for true Christian believers.
1 Corinthians 15:51-52
[Paul said:] Listen, I am telling you a mystery: We will not all fall asleep, but we will all be changed, in a moment, in the twinkling of an eye, at the last trumpet. For the trumpet will sound, and the dead will be raised incorruptible, and we will be changed.
Let's use a simple example to explain this. When we go to sleep at night, say at 11pm. Then we wake up thinking we did not sleep much, but when we look at the clock, it's 4am!! How did 5 hours pass and we did not feel them? This is the exact phenomenon Paul is talking about. It is about what it will feel like to the person that just died, between the moment he died and the moment he heard the trumpet at the rapture. It may be thousands of years later, but to the person who just died, it'll feel like a moment, a "twinkling of an eye"! Then we open our eyes at the sound of the archangel trumpet at the Rapture, we rise in the same way Jesus rose. The Bible says Jesus was the first fruit. 1 Corinthians 15:20: But Christ has indeed been raised from the dead, the firstfruits of those who have fallen asleep.
Then the next question becomes, what happens to the person during the in-between time while dead? From our perspective who are still alive here on earth, the Bible says the person's spirit will be with God, awaiting judgement day:
and the dust returns to the ground it came from, and the spirit returns to God who gave it.
2 Corinthians 5:8
[Paul:] We are confident, yes, well pleased rather to be absent from the body and to be present with the Lord.
Notes: So at death, all people's spirits whether good or bad return to God, while the body on earth decays. God keeps our spirit with Him until judgement day. He will then place our spirit in our refashioned risen body, and send to the destination of His judgement.
Knowing this, it should be comforting to true believers when they lose a loved-one. This is why the Bible says, don't mourn like pagans do - screaming like crazy when a loved-one dies. For true believers, Paul calls death "sleep":
1 Thessalonians 4:13-14
We do not want you to be uninformed, brothers and sisters, concerning those who are asleep, so that you will not grieve like the rest, who have no hope. For if we believe that Jesus died and rose again, in the same way, through Jesus, God will bring with him those who have fallen asleep.