Though I am not a Catholic, I have started believing in Purgatory. The Catholic Church is older and still bigger worldwide than the Protestant Church and I think there have to be some good reasons for that. I personally see more grace in this because some people will die who believe in Jesus but not really know Him through a full understanding before they die. I just see this as opening the gates of Heaven wider in my opinion, that is why I am starting to believe it. I am not telling anyone else what to believe. I think there can be people who struggle more with the darkness of this world but are still calling on the name of Jesus, this can be the way that GOD gets those people clean before entering Heaven. Again believe what you want, but this is just starting to make more sense to me.
This article says purgatory was a traditional belief of the Jewish religion and Christianity, that the Protestants rejected when they formed. It says the Catholics did not invent it because it already existed, but that the Protestants rejected a pre-existing belief system of the Christian and Jewish churches.