Many times I have attended a funeral only to hear, “Well, at least he is not suffering anymore,” or “She is in a better place now.” Before I reverted to my Catholic faith when I fancied myself an Evangelical Protestant, I felt a bit uneasy when I heard these statements. My childhood Catholic roots would gnaw at me even though I tried my best to dismiss them.
I now recognize that my discomfort with those well-meaning words, intended to console the living, suggest that the departed ones no longer need us when they may need us most!
According to the Catechism of the Catholic Church (which is my second favorite book after the Bible), purgatory is not so much a place but a state of the soul. In purgatory any remaining attachment to or needed reparation for sin is purged from the soul so that it may enjoy the full beatific vision:
“All who die in God's grace and friendship, but still imperfectly purified, are indeed assured of their eternal salvation; but after death, they undergo purification, to achieve the holiness necessary to enter the joy of heaven.” 
I think of purgatory as the final preparation of the soul for its wedding to the Lamb. This wedding (or divine union) is the eternal vocation of each person. It is why God created us. I like to call purgatory the “Divine Beauty Parlor” of the soul.
|Purgatory by Peter Paul Rubens [Public domain]|
The primary cause of the suffering of those in purgatory is their separation from God. The purifying love of God mercifully removes the rust of sin that would interfere with our perfect union with God. Souls in purgatory happily submit to this great blessing, although there is great suffering, too.
The souls in purgatory can no longer make reparation for their sins or intercede for themselves; that possibility ended with their bodily death. St Catherine of Genoa and St. Maria Faustina have much to say about the souls in purgatory their need for us to pray for them.
The tradition of praying for the dead did not begin with the Catholics; it began with the Jews as recorded in the book of Second Maccabees [ 2 Macc 12:46]. The Councils of Florence and Trent reaffirmed this tradition based on the New Testament Scriptures. [1 Cor 3:15; 1 Pet 1:7]
The month of November is specifically designated to pray for the souls in purgatory. A wonderful way to intercede for our deceased loved ones, and all the souls in purgatory, is to pray the Rosary. A fervently prayed Rosary placed in the hands of Mother Mary supercharges our prayers for the dead. I love the image of Purgatory by Rubens because it shows Mary interceding for the souls in purgatory.
If you have tried to the Rosary and struggle with it, perhaps my book can help you.