The afterlife is a massive mystery, and in this video, we detail what the New Church believes happens (both in general and step-by-step). The short answer is that life simply continues, but in a more beautiful and real way than we can possibly imagine.
"Since the Lord's face is mercy, peace, and everything good, it is clear that he never looks at anyone except with mercy and never turns his face from anyone. It is we, when we are wrapped up in evil, who turn our faces away."