"Intermediate Heaven" ?

Went to a bible study at highland church. They were showing presentations from material on "intermediate heaven" by Randy Alcorn. The idea of it seems ridiculous to me. A place between the New Earth, and this world that we stop to meet Jesus. Seems very similar to the idea of "purgatory" in Catholicism. Fictional, made up. I was taught in college that when someone dies they're instantly brought into the presence of Jesus. I really can't find much scripture to back that up. The idea of "sleeping" until judgement day seems much, much, much more plausible.