I'm not religious.
So, I don't think it's real, and it's pretty much hopeful thinking that for some reason you'd have this place/dimension to hold your "soul" (which I don't believe you have) for eternity, either in an enlightened state, or as a more comical representation, a theme park where you do fun things.
I believe your consciousness is the closest thing you have to a "soul", and it is dictated by causality: what you feel, how you are, and how you think is dependent on the substance of the universe (the matter of your body and chemical reactions that advance its state).
Once that is over and you die, whatever it was that was generating that consciousness no longer does so, your "signal" is off until it can be replicated again (which is highly unlikely, and maybe technically impossible as an exact replica).
If it's not, then that't it, and of course no magical place where your being is stored, out of nowhere.