The answer should be searched in the traces left by the History. The first example is from a di-ary of a great Christian martyr, named Perpetua, killed in Carthage, in Africa, on 7th march 203, together with other five Christians: Felicita, Revocato, Saturnino, Secundolo and their catechist Saturo. We are in the year 203, at the beginning of the third century after Christ.
What the first Christians thought
La risposta va cercata nelle tracce che la storia ci ha lasciato.
Perpetua and her companions, brothers in the faith, were seriously wounded by wild animals at first, and then killed with a final sword stroke.
Perpetua, as she is in prison, has two visions. In the first vision she sees her brother Dinocrate, "dead at the age of seven for a cancer, which had ruined his face" so that, Perpetua wrote "everybody was horrified by his death". In the first vision, Perpetua saw her little brother going out "from a dark place where there were many other people; he was hot and thirsty, dirty and pale. His face was disfigured by the plague that killed him". And then, in this first vision, Perpetua saw her brother trying to drink at a pool, without managing to do it, and she understood that Dinocrate was suffering. He could not drink and this was a great suffering for him.
Perpetua prays for the soul of her dead brother. God listen to her prayers and in a second vision, Perpetua saw Dinocrate perfectly recovered, able to drink and to play like every child could do. By interpreting this second vision, Perpetua wrote in her diary: "I woke up and understood that the suffering (of Purgatory) has been remitted".
During the third century after Christ, Christians believed in the existence of Purgatory, as it is shown in the diary of the martyr Perpetua.
This document is enough to demolish the charge that the Purgatory would have been invented by the Catholic Church in the Middle Ages.
In the history documentation there is the very famous Abercio’s epitaph. In this epitaph it’s written: "I, Abercio, dictated this when I was precisely seventytwo. Seeing and understanding them, pray fo Abercio." Abercio was a Christian, probably bishop of Ierapoli, in Minor Asia who, before dying, wrote his own epitaph, i.e. the inscription of his grave. It is easy to understand how the Church of the origins, the Church of the first centuries, believed in Purgatory and in the need of praying for the souls of the dead.
In his De Corona, Tertulliano wrote; "In the anniversary day we pray for the dead." In his De monogamia, he wrote: "The wife, who survives to the husband, offers prayers for the joy of her husband in the anniversary days of his death", where it is clear that the wife prays so that the soul of the dead could reach as soon as possible the joy of Paradise.
Saint Agostino testified the strong faith in Purgatory of the Church during the first centuries of its existence. He wrote: "It is impossible to deny that the souls of the dead can be helped by the charity of their living kins, when the sacrifice of the Mediator is offered for them (Saint Agostino is referring to the sacrifice of the Holy Mass), or by means of alms" (De fide, spe, et caritate).
Saint Efrem wrote in his testament: "In the thirtieth day of my death remember me, brothers, in praying. In fact, dead receive help from the praying of the living people" (Testamentum). Saint Girolamo (347 ca 419 or 420) testified that the writings of Saint Efrem were read in public in the Church, after the Holy Bible.