purgatory n.

c. 1200, purgatorie, "place or condition of temporal punishment for spiritual cleansing after death of souls dying penitent and destined ultimately for Heaven," from Old French purgatore, purgatoire and directly from Medieval Latin purgatorium (St. Bernard, early 12c.), in Latin, "means of cleansing," noun use of neuter of purgatorius (adj.) "purging, cleansing," from purgat-, past-participle stem of Latin purgare "to cleanse, purify" (see purge (v.)).

It is not considered as a place of probation ; for the ultimate salvation of those in purgatory is assured, and the impenitent are not received into purgatory. The souls in purgatory are supposed, however, to receive relief through the prayers of the faithful and through the sacrifice of the mass. The common belief in the Latin Church is that the purgatorial suffering is by fire ; the Greek Church, however, does not determine its nature. [Century Dictionary]

The figurative use for "state of mental or emotional suffering, expiation, etc." is from late 14c., originally especially when due to unrequited love, or, (seemingly paradoxically), marriage (e.g. Lydgate's wyfly purgatorye). In old New England it was used of narrow gorges and steep-sided ravines. Related: Purgatorial; purgatorian.