The Long Walk; or what happens when a Player Character Dies

In 5th edition, death comes not as a lack of HP but rather at the end of a process of failing to live on. While in that precarious state of having no HP (HP of 0), and before they fail their last Saving throw to live, they are incapable of taking any action and are unconscious. When the 3rd death save fails, they find their vision slowly clears and they become conscious.

They find themselves in a place that has no visible boundaries, there are no walls in sight. However, there are walls but they are all invisible as if made of unreflective glass. All around they can see other people of all races, sexes and dress. These are the spirits of the dead. They appear as they were at the time of death but without the wounds or diseases that they had. Other than the absence of deaths symptoms they are otherwise just as they were.

Speech is still possible but only in the language the spirit had in life. However, all the spirits are telepathic to the point where one can perceive thoughts directed at them. This does not allow thoughts to be read or other psysic abilities.

The soul feels normal; not cold, hot, tired, thirsty or hungry. All the needs of the body are gone away and those pleasures and pains are a thing of the past. They can still feel cold when they touch it, feel when it burns, the touch between persons and so on. You can hear of course.

The enormous space is lit with light that is dull and tends to drive colors to shades of gray. It is diffuse enough to allow sight for miles. All that can be seen in those surrounding miles are the Suppliants who are the souls of the dead that await judgment. You can see thousands of people all of them walking but apparently in different directions. Despite this apparent confusion each soul seems to know which way to go. This is made considerably easier by the invisible walls.

The walls are cold to the touch, have no smell or taste, to not respond to moisture (as in clouding up with a persons breath). There is a space about 10' wide between the parallel walls. There are no barriers other than those. These wall are infinity high so that a soul may climb or create a Yertal the Turtle like pile of souls and never reach the top. You can only advance to the front or to the rear. If a soul is quiet, they will know instinctively which way to walk. However there is no compulsion to walk. There is no reason to walk at first. A person may be very confused if they weren't taught what to expect. It is usual that a passing soul will know about what is going on and tell someone who doesn't.

The souls are intended to walk between the walls until they reach the seat of judgement where their soul will be examined by judges and thrown to the plane where it will remain. There is no compulsion on the souls to be judged. There are many legends and lore around what to do at this point. Some say you can't be ressurected if you are on an outer plane, so delaying your judgement is a good idea (this is false). Some say that your soul memory is better read if you report for judgement as soon as possible (also false). Many religions have strange beliefs about the Long Walk and many can be found while walking.

This place is called "The Long Walk". It is a place where the souls of the dead are "stored" until they can appear before the "Judges". I will use the ancient greek names of the judges of the underworld that are Rhadamanthys from Mount Clestia, Minos from Hell and Aiakos.from Mechanus. The ancient Immortal Convocation of the gods set up the Long Walk as well as a lot of other rules and conventions of how the gods relate to one another. These judges were elected for eternity by the leaders of each of the lawful Outer Planes they came from. Their ruling as to the souls destination in the outer planes is final unless challenged by a god or one of his minions.

The judges are on a stage that rises 6' above the floor in front of them which forces the supplicant to raise their eyes and face to them.
On the right of the stage is Rhadamanthys who looks like a kingly man dressed in somber robes. He is seated on a throne of gold with a septer in his lap and a very long whip in his right hand
In the middle is Aiakos who is made of platinum and shaped like an inverted, truncated cone resting on a large spring. There are dozens of flexible tendrils around the top of the cone and the cone body is covered with hundreds of eyes.
On the left is Minos who has the form of a traditional devil 12' high. He sits in a throne made of lava that is constantly moving around in its space sluggishly. His tail is coiled 13 times around his throne. His horns are 3' long and his forked tongue is 4' long. His eyes are blue flame.

Why bother with this?
Mostly as it is an opportunity for role playing and a way of softening the blow of the death of a character.
It is unwise to play this out in a group, so you should take the player out of voice range. You don't need to take long and find out how the player thinks about this. If the player seems into it, try to arrange a solo period to take more time on it, but ONLY if that character is likely to live again.