The human being has two states of consciousness: one in this world, the
other in the next. But there is a third state between them, not unlike the
world of dreams, in which we are aware of both worlds, with their sorrows
and joys. When a person dies, it is only the physical body that dies; that
person lives on in a nonphysical body, which carries the impressions of his
past life. It is these impressions that determine his next life. In this
intermediate state he makes and dissolves impressions by the light of the
Self.

- Brihadaranyaka Upanishad