People can be taken to Heaven and Hell in specific cases, but when you die you will always end up in the underworld, which is where you can then be found and taken by angels and demons. The vast, vast majority of people never leave the underworld after death. It is a dark, sad place; an endless succession of black clay rooms, where people eat earth (or birds, when they can catch them - birds roost in the underworld too, and it is known that birds alone can move freely between the two realms, which is why they are used for sky burial) and weep quietly, trying to forget their misery. They dress themselves in feathers for warmth. They are called shades, souls, spirits, intelligences... They are what remains of you after you move on. They forget themselves over time, and cease to be wholly corporeal. If their will is strong (or, so say the gnostics, their intelligence is properly arranged), they will keep a sense of themselves for a long time, maybe even thousands of years, but eventually people forget themselves and their forms begin to blur into the darkness and the cold wet clay. They don't disappear, but the thing that makes them an individual goes out like a light. Once this happens it can never be reversed. No magic, no religion, nothing, has every made a claim to the contrary - this is a universal constant.
One thing that both Heaven and Hell do is ensure that this fading never happens. A shade in service of either will have something to put their mind to, and will keep their sense of self. There are people who will tell you that an eternity of torture in the Material Hell is preferable to non-existence, although none of those people have never experienced an eternity of torture.
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There are various methods of retrieving people's shades from the underworld. The traditional one is to travel there yourself (there is a chasm that contains the gate downwards, hard to get to but a known thing), get past the various guardians and traps, and find them - remind them who they are, escort them back up to the sunshine, reunite them with their body. This has to be done quickly; shades outside the underworld are in danger of dissolving almost immediately into the wind and the light.
Another is to induce death to travel there as a shade, and then be resuscitated. If you travel into the underworld with a strong will and evidence of the beauty of life (good food, stories of friendship or sex, mementoes from loved ones), then there you will most likely be able to get out again - but this is risky, and the longer you stay down there the riskier it gets. If you start to forget your life you are doomed to stay yourself. The resuscitation is what makes the bridge back out - you can bring a soul with you if they remember themselves. The guardians will be unhappy about this. It gets harder the longer someone has been dead, and the further inside the underworld they have wandered.
Most cultures have traditional healers and necromancers that can induce body-death, travel into the underworld, find souls and talk with them (or in rare cases convince them back), and then be resuscitated. This is generally specialist work outside the scope of mere adventurers, although a character who made this their entire class might be interesting.
To bring a soul back it has to be in good shape, and it has to have a good home in its old body. This means the body must be more or less whole, and not decomposed. Traditional resuscitation rites involve making the body look and smell nice, sewing up any open wounds (and potentially replacing maimed bits with beautiful prosthetics - these are strictly for making the corpse 'look good' to the soul, and are generally removed after the resurrection) and surrounding it with incense, lively music, and good food. All of this helps the shade to remember how good life is.
A professional will not risk their own life for their clients, and they know very well how risky venturing into the underworld like this is. They will rarely work on anyone who has been dead for more than a day or so, since at that point they will be searching around in the underworld for a while and things get riskier very quickly.
MECHANICS
When a character dies they wake up in the underworld. If they died fighting, or if they have been formally buried, they have on them everything they were holding and carrying in the battle, or everything they were buried with. If someone loots gear from their body, it vanishes in the underworld. Don't take your friends' equipment after they die! They might need it!
The underworld is a succession of pitch black clay rooms, filled with birds and weeping shades. Every now and then you will encounter someone who is sane and whole. They are all sorts of people - usually they will be calm, or trying to stay calm (although if you're trying to stay calm you're probably not far from a breakdown of self). You get hungry and thirsty, and people down here eat clay and birdflesh, and drink blood.
As long as you don't try to escape, create light, or start fights, that's the whole thing. You will be there for eternity, until your sanity erodes and you become a mindless shade. Adventurers have strong minds and strong appetites for life, and fade more slowly than common folk. You lose 1 CHAR per week you spend in the underworld. Once it hits 5, this changes to 1 CHAR per year. When it hits 0 you are gone forever - nothing will ever bring you back. This CHAR drain regenerates art a rate of one/week if you are revived into your body, but every death you suffer gives you a permanent -1 to CHAR.
Once you hit level 12, you are assumed to be of strong enough mind to keep yourself together in the underworld indefinitely. You still take the -1 CHAR for dying, but you no longer lose CHAR over time and are not in danger of losing yourself permanently. Great heroes of old have entire sections of the underworld given over to them, where they attract similarly hardy shades and do business/hold court with the guardians.
The first time you die you will be close to the border of life. Someone trying to find you will have an easy time of it, as long as you don't wander further in. Each subsequent death means that you appear further from the border, as death begins to stake its claim on you. Finding the shade becomes much harder, and may require days or even weeks of journeying through the black halls.
If you have acted against the Hating Machines, then there is a chance that demons will come to find you and take your soul to the Material Hell. If you have lead a holy life, and have died in good standing with the church, then Angels may try to find you and bring you to Heaven instead, but this is quite rare.
There are also various underworld guardians who police the halls and enforce the laws. No light is a big one, and the thing that mostly trips up adventurers travelling through the underworld. It reminds the shades of the sun, and it is not tolerated. It goes without saying that trying to bring shades back to the world of the living is grounds for immediate violence. This will go for you as well, if you have killed yourself to get down there looking for someone else. You are also not allowed to mark the walls, or try to produce maps of the halls.
The guardians are not evil or cruel, and they can be spoken and bargained with. They like art and veneration, and they really like stories and music. They may look the other way if bribed. Traditional ressurectionists know this, and most are musicians and carry things that might be of interest in case they do come across the guardians. This is always risky though, like trying to bribe a cop - if you get one on a bad day, or one with a particularly zealous outlook, it can backfire badly.
Encountering these creatures is rare - the underworld is vast and most of it is echoingly empty. It gets more common as you travel further in, and a lot more common if you have light with you.
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If you go really far in, you may encounter the great spirits of the underworld. They call themselves gods and goddesses (which is heretical; they often find themselves in conflict with angels because of this), and are the ones who administer and lord over this strange territory. There are many, many tales of their interrelations and petty squabbles. It is popularly said that the guardians are their thousands of (inbred) children. There are also many stories of their fantastic wealth, their magical treasure, and tales of brave heroes challenging them to battles of wits, or feasting with them in their halls.
Once you are this far into the underworld you are going to have a very difficult time getting out. Hope you bought a ball of string, a piece of chalk, or something similarly clever to mark your passage.
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