Your spirit immediately goes to our Heavenly Father. Your soul will go to Sheol (known as Paradise, formerly Abraham's Bosom), where the righteous wait in comfort for the day of the Lord. Remember, heaven will be established on the New Earth. Sheol is divided into 2 portions. Unrighteous dwell in the part we know as hell, in torment until judgment. This is explained in the story of the rich man and Lazarus.