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.
"Real innocence is wisdom because to the extent that we are wise we want to be led by the Lord, or what amounts to the same, to the extent that we love being led by the Lord, we are wise."