Read the Catechism of the Catholic Church, #988-1060 (Link)
Dominican theologian Herbert McCabe's "The Four Last Things" is just about the most lucid account of this topic that you can find.
Here is a short and solid explanation of purgatory.
Philosopher Peter Kreeft offers his thoughts on eternity. Chatty read, but it goes deep quickly.
Popular theologian Frank Sheed has a readable and thought-provoking treatment on the last things in Theology and Sanity.
For a slightly more academic take, see Monika Hellwig's "The Kingdom of Heaven and the World to Come" in Understanding Catholicism.
Can we hope that God will save all people? Absolutely! Read Bishop Robert Barron's foreword to an important book on this topic here.
The Church tends to emphasize the four last things at the end of the church year, especially with the celebration of the solemnity of All Saints and the memorial of All Souls.