angel of death will bring our soul to alam barzakh (a new dimension). two angels : munkar and nakir, will ask us regard to our belief: who is our Lord, religion, prophet, scripture etc.
than the right answer will be rewarded with nice place,otherwise the wrong answer will perform torture.

we will wait in our grave/alam barzakh until resurection day.
the judgement day will be the next step of our ethernal journey.

Source(s):

islam.

Allah's Apostle said, "Satan comes to one of you and says, 'Who created so-and-so? 'till he says, 'Who has created your Lord? ' So, when he inspires such a question, one should seek refuge with Allah and give up such thoughts."