This is a great question. However, the answer depends on whether or not the person is saved. We will look at both cases. If the person is saved, their soul and conscious presence goes immediately to be with the Lord. Paul was certainly confident of this:
2 Corinthians 5:1-8 For we know that if our earthly house of this tabernacle were dissolved, we have a building of God, an house not made with hands, eternal in the heavens. Therefore we are always confident, knowing that, whilst we are at home in the body, we are absent from the Lord: (For we walk by faith, not by sight:) We are confident, I say, and willing rather to be absent from the body, and to be present with the Lord.
Notice that Paul is confident that the very act of being absent from the body is to be present with the Lord. There is no such thing as soul-sleep.
Philippians 1:21-24 For to me to live is Christ, and to die is gain. But if I live in the flesh, this is the fruit of my labour: yet what I shall choose I wot not. For I am in a strait betwixt two, having a desire to depart, and to be with Christ; which is far better: Nevertheless to abide in the flesh is more needful for you.
In this passage, Paul speaks of how wonderful it is to live because to him to live is Christ. However, he also recognizes that death would be a gain over this. The reason it is gain is clearly given: to depart from this life would be to be with Christ (v.23). As further support of this, 1 Thessalonians 4:14 speaks of the coming of Christ and the resurrection of the saints who have died. The verse states: "For if we believe that Jesus died and rose again, even so them also which sleep in Jesus will God bring with him." Those which sleep in Jesus are the saints who have died. Here we see that God will bring them with Him. That is, they are already with the Lord and must come with Him to their own resurrection. No doubt, they are with the Lord in heaven.
Now, as to the lost, we can go to the story of Lazarus and the rich man. Here is the record of their deaths:
Luke 16:22-24 And it came to pass, that the beggar died, and was carried by the angels into Abraham's bosom: the rich man also died, and was buried; And in hell he lift up his eyes, being in torments, and seeth Abraham afar off, and Lazarus in his bosom. And he cried and said, Father Abraham, have mercy on me, and send Lazarus, that he may dip the tip of his finger in water, and cool my tongue; for I am tormented in this flame.
The lost man went directly to hell and consciously suffered there. Many do not understand that a lost man does not wait for condemnation at the judgment. He is already condemned. The great white throne judgment is only set to determine the degree of punishment. However, his rejection of Jesus Christ has already condemned him. Consider these verses:
- John 3:18 He that believeth on him is not condemned: but he that believeth not is condemned already, because he hath not believed in the name of the only begotten Son of God.
- John 3:36 He that believeth on the Son hath everlasting life: and he that believeth not the Son shall not see life; but the wrath of God abideth on him.
He is condemned already and the wrath of God already abides on him. His only hope is to trust in the shed blood of Jesus Christ. However, if he dies in rejection of Christ, he immediately suffers in the torments of that place. I pray that all who read this will look to Him.
