Our Lord shows Saint Faustina to whom we must also pray: for the souls in purgatory

After receiving God's inner calling for a holy life dedicated to him, Faustina enters the convent that divine providence has sent to him. In this place she would cut her vocation, obedience, and receive many trials. Jesus' apparitions to the Saint for dialogue were common. 

After one of her trials, Faustina becomes ill. Her superior then decides to send her on vacation to the city of Skolimów.  On this occasion, the saint asks Jesus who she should offer prayers to.  Our Lord replies that later that night he would indicate to whom he should pray. 

The night then appears the guardian angel, asking him to accompany him. He then reports that he found himself immediately in another location, now full of mists and fire... even worse, inside there were vastness of suffering souls. It was purgatory. 

Faustina also recounts: "These souls prayed with great fervor, but without result for themselves. Only we can help them." He then asked souls, "What is your greatest suffering?"  Unanimously, they respond: "the longing for God." (Diary, 20) 

He observed that Our Lady visited souls in that purgatory to bring them relief.  They called her "Starof the Sea." Then her angel takes her out of that prison of suffering. Our Lord then tells you: 

"My mercy does not desire this, but justice demands it." From this moment on St Faustina becomes even more closely united with the souls of purgatory. (Diary, 20). 

On another day, Faustina had another experience with the souls of purgatory. Again it was night, and one of the sisters who died  two months ago appeared to her, but in a hideous state, all twisted in pain. Then it disappears. The saint was very afraid, for she did not know if that sister was in purgatory or hell... Then he prayed many prayers for the poor soul. 

The next night, the deceased sister appears to him again, but in an even more terrible situation, immersed in even stronger fire, taken by despair. Then he prayed even more for her. A few days passed and the soul returns again, but now completely different: no flames upon itself and exuding happiness. Faustina recounts what her sister said this time: 

"... and told me that I have true love for others, that many souls have taken advantage of my prayers (that is, not only the soul to whom she offered the prayer!!!)  and encouraged me not to stop (praying) for the souls who suffer in purgatory" (Diário, 58) 

Let us also do as Saint Faustina: as we make ANY prayer and our particular requests, let us remember to offer this prayer also for the souls of purgatory.  They will benefit immensely in anticipation of their departure from that place of immense horror. Remember, one day we may be us in this place crying out for prayers of the earth...  Still, we know that mass has an INFINITE value, so when you offer a mass for some deceased one of yours, offer also for the souls of purgatory.  You'll be helping others immensely, more than you can imagine. 

Reference: 

DIARY OF SANTA FAUSTINA. Divine Mercy in my soul