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Starting explanation, not independently reviewed
The current answer
A practice came first; the place (and the noun) came late.
What remains uncertain
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Historian Jacques Le Goff showed the very noun purgatorium surfaces around 1170 (The Birth of Purgatory, 1984); dogma followed at Florence (1439) and Trent (1563).
Imported citation, not independently checked: Jacques Le Goff, The Birth of Purgatory (1984)
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Jews and early Christians prayed for the dead long before anyone imagined a discrete third realm.
Imported citation, not independently checked: 2 Maccabees 12:39-45
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The theological seed (that some sins might be burned away after death) was planted in late antiquity, well before the place was mapped.
Imported citation, not independently checked: Augustine, City of God 21; Gregory, Dialogues IV
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The arc, then, runs from a Jewish prayer for dead soldiers, through Augustine's hesitation and Gregory's ghost-stories, to a twelfth-century noun, to a sixteenth-century dogma.
Imported citation, not independently checked: 2 Maccabees 12; Augustine; Gregory; Le Goff; Council of Trent
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