The afterlife part depends. Some of us died before we arrived here. I think of it as an afterlife, at least for me. Which probably doesn't make much sense, but not much about this place makes sense.
This place is a hotel. You should have a room. Did you find it yet?
Outside of the hotel is a town, in 1919. If you go outside, your clothes will change to fit the time. It's not always like that. Usually the hotel is on an island.