Q. When Hebrews 4 says that Jesus, our High Priest, passed through the heavens, does this mean Jesus spent time in purgatory before He entered Heaven?
A. In Hebrews 4:14, the writer says that Jesus is a high priest Who passed through the heavens. The Greek word for Heavens is ouranos, which can mean the air, the universe or Heaven. Given the context of Hebrews 4, the author is using the word to mean the earthly atmosphere and the universe.
The writer is saying that our High Priest passed through the heavens as he departed this world and entered directly into the throne room of God. Notice in v.14 the writer says that Jesus passed "through" the heavens. Passing through means He didn't stop along the way, This confirms that the heavens were not Jesus' final destination or even a temporary stopping place. The writer was emphasizing that our High Priest crossed over from the world of men to the world of God to represent us in that place.
More importantly, there is no such place as "purgatory." This teaching is a false concept invented by men and in conflict with the Bible and with the true Gospel. The Catholic church invented the concept of purgatory to accommodate their theology of faith plus works.
The Catholic heresy of purgatory supposes that we gain entry to Heaven by a combination of faith in Christ plus our righteous works. The heresy teaches that if at death a person has failed to obtain sufficient personal righteousness through good works, then they cannot enter Heaven. Instead, the person must be "purged" of remaining unrighteousness prior to entering Heaven. The place of their purging is called Purgatory.
This concept is an invention of men and not one found in the Bible. In fact, it is completely contrary to the true Gospel of Jesus Christ. The Bible teaches that men are saved by faith alone and not by our works:
Eph. 2:8 For by grace you have been saved through faith; and that not of yourselves, it is the gift of God;
Eph. 2:9 not as a result of works, so that no one may boast.
No works are required for salvation, because our works cannot produce personal righteousness or holiness:
Rom. 3:20 because by the works of the Law no flesh will be justified in His sight; for through the Law comes the knowledge of sin.
Rom. 3:28 For we maintain that a man is justified by faith apart from works of the Law.
Furthermore, men can claim no righteousness of our own, according to Scripture. Our righteousness is given to us by Christ:
Rom. 4:1 What then shall we say that Abraham, our forefather according to the flesh, has found?
Rom. 4:2 For if Abraham was justified by works, he has something to boast about, but not before God.
Rom. 4:3 For what does the Scripture say? “ABRAHAM BELIEVED GOD, AND IT WAS CREDITED TO HIM AS RIGHTEOUSNESS.”
Rom. 4:4 Now to the one who works, his wage is not credited as a favor, but as what is due.
Rom. 4:5 But to the one who does not work, but believes in Him who justifies the ungodly, his faith is credited as righteousness,
Our faith is credited to us as Christ's righteousness, so we have no need for a righteousness of our own:
Rom. 10:10 for with the heart a person believes, resulting in righteousness, and with the mouth he confesses, resulting in salvation.
Therefore, there is no such place as purgatory, for all who believe in Christ are made righteous and enter Heaven upon their death, while those who do not believe remain in their sin and perish eternally.
For more information on the true, biblical view of life after death, please read the following article.