All Soul's Day (Nov. 2nd) is the day we dedicate to praying for all the faithful departed who are still suffering in purgatory. Perhaps influenced by Protestant beliefs, we tend to think of all the faithful departed as being automatically in heaven, but that is not what we believe as Catholics.
Yes, we sure hope purgatory will be short for everyone, but we must humbly acknowledge our need for it. The book of Revelation says, with regard to heaven, "Nothing unclean shall ever enter it" (Rev 21:27). Only the most proud and naive among us would say that our souls are perfectly pure right now. How many hidden vices come to the surface day after day: our selfishness, vanity, materialism, unwillingness to forgive, impatience, etc., etc., etc.? If we die with any of these evil inclinations in our soul (and don't find ourselves in hell for unrepented mortal sin), we need purgatory.
The soul must be perfectly pure in order to give 100% of it's love to God in heaven, because there is nothing unclean there -- no sin or vice or absence of love. So purgatory is a great gift which cleanses the soul in preparation for heaven. Of course, when the soul is purged of it's imperfections, even on earth, it is painful, which is why we associate purgatory with intense suffering, because evil is being uprooted from the soul in it's very depths. In a great gift of love, God allows us to pray for those in purgatory to speed their way to heaven. Let us, then, offer heartfelt prayers for the faithful departed this November 2nd (and maybe even gain a plenary indulgence by visiting a cemetery and praying for the dead.) I sure hope someone prays for me when I'm there!