The Planes

There are five planes. Heaven, Hell, the Faerie Wild, the Abyss, and the Shadowfell. Separated by the Veil

When you die, your Soul travels to one of these planes, whichever aligns best with the life you've led.

Then you are reincarnated.

Not as a rabbit or a slug, like our Buddhism, as another human or elf or dwarf, etc.

Now, the Church has Opinions on which Plane you go to. You see, good little faithful followers of Pelor go to Heaven. Anyone who goes to the other Planes, are anethema.

That's a big part of what the Inquisition is looking for.