The first thing which we should bear in mind is that the outer worlds are not to be found in other places, but we are surrounded by them the same way in which we are surrounded by the physical world and they permeate the physical world. After death, man consequently does not travel to other places, but he simply changes his way of looking at things, his consciousness changes.
When we die or become initiated, the same thing happens as in the case of a blind-person who suddenly acquires the power of sight; he too will not be transferred into another world, but he simply acquired a new sense. After death, we are not surrounded by a new, completely different world, but the senses for the perception of the physical world are eliminated and we perceive instead things which escaped our notice before, which had remained concealed to us until then.
Source: Rudolf Steiner – GA 94 – Popular Occultism: 2nd Lecture – MAN’S ASCENT INTO THE SUPERSENSIBLE WORLD – Leipzig, 29 June, 1906