A soul is an item of immense power. Individual willpower, unconstrained by the flesh, it has the power to reshape reality.
When a mortal dies their soul traverses the Astral Plane, looking for a 'home' that produces the most harmony with their spirit. Harmony is found when the nature of a soul matches the nature of a dimension. This harmony can be influenced by a number of factors-- ethical decisions made in life, the 'karma' of harm versus help, even preferences for otherwise vague concepts such as honor, loyalty, or hunger. Time is meaningless in the Astral Plane; some souls wait for a new body that fits their harmony, while others gravitate towards specific dimensions as 'petitioners', to join the like-minded in an afterlife. Others merely drift through eternity, wandering through the dreams of the living.
Harmony is not merely the search for pleasant circumstances. It can be affected by contact made through dreams, through stories and bloodlines, even through associations in a mortal life. The number of destinations for the travelling dead are vastly exceeded by the souls they court. A cowardly warrior would find themselves in |Hel if they worshipped the ways of Asgard; a liar who petitions Olympus might find himself in Tartarus. Such punishments persist until the soul restores harmony with itself and the dimension around it.
Of the infinite dimensions and pocket planes, one of the most notorious is Hell. Occupied at first by the Fallen Angels who joined Lucifer in revolt, Hell has become a twisted and distorted reflection of internal enmity and narcissism. Those spirits who find themselves attuned to Hell are largely those who have deluded senses of their self-importance, are profoundly narcissistic, and particularly obsessed with the idea of personal power and dominion over others.
Virtually all cultures in the universe share this dichotomous view; if there is a Hell then there is also a Heaven, a place of respite and peace. Adjacent to Heaven is the Silver City, where the Heavenly Host watches over souls proceeding to their final reward.
If there is a purpose to souls, it is to preserve knowledge between lifetimes until that spirit is complete. Of all the magics and powers known and unknown, the gates into Heaven seem the only absolute way a soul can depart existence.
There is otherwise one constant: A Soul cannot be destroyed. It can be stolen or consumed; this strips it of all accrued knowledge and enlightenment. Many creatures feed on the harmony a soul carries, as a form of power or nourishment. Some redirect the inherent willpower of the mortal soul to rewrite reality itself, using it as a battery. But no force, no entity, can outright destroy a soul. Many monstrous undead of legend such as vampires, zombies, and even demons exist because a once-mortal creature polluted and profaned their spiritual essence. Holy icons and consecrated materials such as silver or holy water cause significant harm to these creatures by burning out the corruption that sits where the soul would normally be.
Among those beings who deal in souls, or who rule demesnes, there is an accord which states that a soul cannot be taken without consent.
Capturing a soul without consent is the sort of offense that moves warfare on a truly cosmic level, mobilizing forces to march between the dimensional walls in full invasion. If it is fair game to simply take souls, then outright war would erupt and hoarding would begin. This is why contracts and Faustian bargains are so frequent; the spirit is giving full consent, even if it means that the spirit would otherwise be attuned to another harmony.