Ecclesiastes 3 eloquently frames the problem:

I said to myself,

“God will bring into judgment both the righteous and the wicked, for there will be a time for every activity, a time to judge every deed.” 18 I also said to myself, “As for humans, God tests them so that they may see that they are like the animals. 19 Surely the fate of human beings is like that of the animals; the same fate awaits them both: As one dies, so dies the other. All have the same breath; humans have no advantage over animals. Everything is meaningless. 20 All go to the same place; all come from dust, and to dust all return. 21 Who knows if the human spirit rises upward and if the spirit of the animal goes down into the earth?”

22 So I saw that there is nothing better for a person than to enjoy their work, because that is their lot. For who can bring them to see what will happen after them?

The above is a taste of how the Old Testament reveals both mankind's fear and uncertainty but also its hope for a better life after death. Job faithfully holds to a more optimistic view in chapter 19:

“Oh, that my words were recorded, that they were written on a scroll, 24 that they were inscribed with an iron tool on lead, or engraved in rock forever! 25 I know that my redeemer lives, and that in the end he will stand on the earth. 26 And after my skin has been destroyed, yet in my flesh I will see God; 27 I myself will see him with my own eyes—I, and not another. How my heart yearns within me!

Proverbs 12 says:

In the way of righteousness there is life; along that path is immortality.

Consider the fall of man in Genesis, when Adam and Eve were driven away from the Tree of Life. Eating from the Tree of Knowledge of Good and Evil brought an instantaneous spiritual change, followed many years later by physical death; it was a process. From Proverbs and the example of the wrong tree, it appears that attaining eternal life is also an event followed by a process. Thus those that argue for an intermediate state - whether a purgatory of slow cleansing, or a period of waiting, or sleep, or a disembodied state awaiting a resurrection - have grounds to do so, but in keeping with Ecclesiastes, an uncomfortable silence in scripture about the details.

Contrast this with Paul's statements in 1 Corinthian 15:

51 Listen, I tell you a mystery: We will not all sleep, but we will all be changed— 52 in a flash, in the twinkling of an eye, at the last trumpet. For the trumpet will sound, the dead will be raised imperishable, and we will be changed. 53 For the perishable must clothe itself with the imperishable, and the mortal with immortality. 54 When the perishable has been clothed with the imperishable, and the mortal with immortality, then the saying that is written will come true: “Death has been swallowed up in victory.”

The Apostle tells us something important: the answers to the questions about the why's and how's of the resurrection are a mystery, and he has just shed light on a part of that mystery. This means that the Old Testament did not clarify the matter fully, so we can not find complete answers there. The New Testament says more, but likewise provides an incomplete answer. It does, however, say that part of the process is instantaneous, and that at least some people - those who are still alive when Christ returns - will not enter any intermediate state or visit any intermediate place. That leaves the rest of mankind, to deal with. Paul says that some will sleep before the resurrection. From that you could build a doctrine of soul sleep, but most of that would be supposition.

In Luke 19, Jesus tells the parable of the rich man and Lazarus. As a parable, it is tricky to work with, but lends support to the idea that (at least prior to the resurrection of Christ) the wicked and the righteous were in two compartments in Hades, with the righteous being at Abraham's side.

This is where the speculation creeps in. Jesus tells the thief on the cross in Luke 23:43:

“Truly I tell you, today you will be with me in paradise.”

Is that Paradise Heaven? The special place where Abraham resides? Somewhere else? Some extend Jesus' promise to the thief to encompass all the righteous dead, and because of that, by the end of that day all the righteous with Abraham were safely evacuated to Heaven. It is an inference, but a good one. However, one could also say that the kingdom is wherever its king is, so being with Jesus - wherever that is - makes that place Paradise.

It is by no means certain that all the dead reside in the same place. In Revelation 4:4, we hear this:

Surrounding the throne were twenty-four other thrones, and seated on them were twenty-four elders.

It is difficult to place many of the events of Revelation in time. They may be outside of time. Some occur at the time when John lived, and some in his future. But these elders - humans I presume, perhaps the patriarchs and the Apostles - are beside the throne in Heaven before the second coming and have physical form.

In Revelation 6:

When he opened the fifth seal, I saw under the altar the souls of those who had been slain because of the word of God and the testimony they had maintained. 10 They called out in a loud voice, “How long, Sovereign Lord, holy and true, until you judge the inhabitants of the earth and avenge our blood?” 11 Then each of them was given a white robe, and they were told to wait a little longer, until the full number of their fellow servants, their brothers and sisters,[e] were killed just as they had been.

These souls under the throne - do they have their resurrection bodies yet, or are they disembodied? I can't tell. But they are clearly not unconscious. Thus at least some of the souls of the righteous that have perished are awake.

My final answer is that there may be several categories of souls, each existing in a different state following death, but there are certainly some that have form, others that are definitely awake, and some that immediately entered "Paradise" upon death, and the last category - those who remain alive until the Lord returns - will enter glory immediately and receive that which they have hoped for with, the hope of Job, and of King David:

2 Samuel 12. 19 David noticed that his attendants were whispering among themselves, and he realized the child was dead. “Is the child dead?” he asked.

“Yes,” they replied, “he is dead.”

20 Then David got up from the ground. After he had washed, put on lotions and changed his clothes, he went into the house of the Lord and worshiped. Then he went to his own house, and at his request they served him food, and he ate.

21 His attendants asked him, “Why are you acting this way? While the child was alive, you fasted and wept, but now that the child is dead, you get up and eat!”

22 He answered, “While the child was still alive, I fasted and wept. I thought, ‘Who knows? The Lord may be gracious to me and let the child live.’ 23 But now that he is dead, why should I go on fasting? Can I bring him back again? I will go to him, but he will not return to me.”