The scene that takes place toward the end of Schindler’s List has always seemed like a good analogy for Purgatory. Not the only analogy, but a good one nonetheless. In that scene the people Oskar Schindler helped save are giving him their deep gratitude, when his countenance suddenly darkens and he begins to say that he could have done more, he could have saved more.
When we die and go to heaven (hopefully not “if”) and when we most likely need a stop in Purgatory, there’s a good chance the experience will be similar. “I could have done more!” It will be painful and purifying, and when that time comes, we will have rather not gone through it. All the better to have lived your life in such a way that this purification is not needed later. Embrace it now, if you have the chance.