You often find that neo-pagans and similar people—influenced by Nietzsche, in fact—will claim that their beliefs have no Hell, no lower dwelling. They take this from Nietzsche, since Nietzsche emphasises that the ancients didn’t really have “sin” as an idea or an idea that people are reduced to a lower level on death. However, this is not true. The ancients might not have had the Christian Hell, but they definitely had an idea that there was judgement and punishment after death—it’s in Virgil, it’s in the ancient Egyptians.
The emphasis might have been different to Christianity: as Nietzsche observed, correctly, the Christians are very interested in sexual immorality—thanks to the Garden of Eden and St. Paul; and, further, in Virgil souls are “dried” or “baked” for a period before promotion to Heaven (really irredeemable people are turned into dogs and assorted animals)—so the “eternal damnation” isn’t there. Yet there is an idea that there is an afterlife and punishment (or reward).
Nietzsche wanted to return to Greece, to its lightness and clear-eyed naturalness, and it is true that Christianity is very dark and sensuous as a religion, burdened with feminine liquidity and filled with self-hatred. Yet Nietzsche’s Greece was not “Greek Greece”—it was to update the Greek sensibility into modernity; so it supposed that the pre-Platonic Greeks were basically “atheists”, as we would understand the term today. They weren’t though. As a result, many people influenced by Nietzsche think paganism had no afterlife and was “this-worldly”—that isn’t so at all, although there have always been atheists. Consequently, I am very suspicious when people—specifically neo-pagans—bruit about, as an advantage to their group or worldview, that “we’re for this world”; in the first place, it’s just factually wrong as far as the classical view goes—secondly, I well know why they say that (they want to do bad things untroubled by consequences). Whether or not Heaven/Hell is as depicted by Christians or Virgil, there is something.