nwsun...
No, I do not wonder about those things, but of course there are things that I do wonder about. In this case, Scripture gives the answers to your questions.
When we die, we are given covering suitable for souls that is like white linen. That will be worn until we are given our eternal bodies at the Rapture, at which time we are given our white linen garments.
When a person dies, his soul immediately is escorted by angels to Heaven in the presence of God or they go straight to Hell.
All you have to do is read Scripture, and you will learn a lot of things.
mlsoft