The moment an unsaved person dies, his/her soul and spirit are immediately taken to Hell while the lifeless body goes to the grave.  Eventually the body returns to dust to await the resurrection of the lost and God's Great White Throne Judgment followed by their tormenting second death.

In contrast, the moment a Messianic dies, his/her soul and spirit instantly go to be with the Lord Yeshua and the body goes to the grave (Genesis 3:19, Ecclesiastes 3:19-21, James 2:26) to await the first resurrection of all righteous.  (1 Thessalonians 4:16-17).  

At the first resurrection of the righteous dead the departed souls and spirits of the believers come back to earth with Yeshua to raise their new glorified bodies from the dead and be made immortal (I Corinthians 15:35-54) where they will evermore be with the Lord.

In the Greek language different words are used to identify Hell and the grave.  Gehenna means "hell" or "eternal fire".  Mnemeion means grave, sepulchre, or tomb.  However, in Hebrew the term sheol represents both "grave" and "hell".  Thus, the meaning of the word being derived from its contextual usage.  If a person is speaking of a place of punishment for the unsaved wicked then sheol means "hell".  If however they are speaking of a place of paradise for the Saints, sheol is then defined as "grave".

Hell is very descriptively defined in Luke 9:16-31 as a place of extreme pain and punishment where unsaved departed souls and spirits are now retained awaiting their final fate of judgment.  Hell is a place of retribution for the damned and is eternal (Matthew 3:12, 18:8-9; Mark 9:44) where tormented souls and spirits are in outer darkness, weeping, wailing, and the gnashing of teeth (Matthew 8:12, 22:13, 25:30).  Although, Hell should not be confused with the "Lake of Fire".  By all descriptions the Lake of Fire, which appears to be far worse than Hell, will be the final place where all lost souls, spirits, and their eternal bodies, will reside  after the Great White Throne Judgment.   

All human beings should have a grave concern about the immortality of their souls and spirits and just what will happen to them after physical death.  Make no mistake, there is no such thing as "psychopannychism" or "soul sleep".  The Bible teaches us that immediately after death we either go to Heaven  saved (I Corinthians) or to Hell lost (Luke 16:19-31).