I personally had to experience, through the example of our family, what it means to pray together for the deceased. After my grandmother passed away, she began to appear in the dreams of relatives in a very distressed state, asking for help and support. We organised ourselves and began to pray simultaneously for her repose every day for forty days, each in our own home.
Time passed, and she appeared in a dream to her daughter. When asked how things were, my grandmother replied, “At first, it was very bad, dark, cold, scary, and drowsily, but now it is very good.”
We are not ascetics, saints, or great men of prayer. We are ordibnary, sinful people, without any hint of anything special. And we prayed most simply, reading prayers from the prayer book, and I served the Litia – just as usual. But, as some would say today, “it works”. And all of us need to know this! God hears even us – common, sinful, imperfect people, very far from true holiness. And not only does He hear, but He also accepts our prayers, shows mercy and forgiveness. Of course, hundreds of such stories can be read today, but there is a difference between reading them and having one’s own experience.
There is an interesting passage in Maccabees that implies that Jews previously believed that there could be a process for atoning for the sins of the dead:
There is also this passage in Matthew 5:24-25:
Catholic.com
I think these hint at a period before heaven in which some form of atonement is possible, though I am not sure to what extent it fits the Catholic concept of purgatory as such.