The answer to your question, "Where do we go after death?" depends on you. In a very real sense your decision determines your destiny. For one thing, you do not have an immortal soul. That may surprise you but the idea of an immortal soul that goes to be with God in heaven or to suffer eternal torments in hell is a figment of pagan imagination and is not taught in the Bible. Hear what the Bible says:
Psalm 49:20 - Man that is in honour, and understandeth not, is like the beasts that perish
There are many other passages that say exactly the same thing. The only hope for life after death is resurrection at the return of Christ.
Psalm 146:3,4 - Put not your trust in princes, nor in the son of man, in whom there is no help. His breath goeth forth, he returneth to his earth; in that very day his thoughts perish
As God said to Adam in Genesis 3, "Dust thou art and unto dust shalt thou return."
To answer your question, when we die, we return to the earth. If we have died "in Christ" we will rise again to eternal life. That's why believers who have died in the new testament are said to be "asleep" while those who "understand not" as the Psalmist puts it, have been destroyed or "perished."
Here is a link to some material which you will find useful in answering your question:
After Death, What? https://www.thisisyourbible.com/library/show/43