While the exact nature of Purgatorio is unclear, the consensus is that the Elder Power of Time, Marquai, has "lifted" pieces of previous breaths and stored them as islands floating in the void. How he determines which pieces to save or copy is likewise unclear; perhaps he selects battlefields with personal significance to serve as mementos. Alternatively, he may be stashing away any elements he fancies.
The majority of Purgatorio is in disrepair. Many islands had suffered catastrophes and fallen to ruin even before arriving in Purgatorio, and have not improved since.
The void surrounding the islands appears to simulate a Day Night Cycle that matches Valhalla, despite lacking a sun. Day is indicated by an ambient yellow-white light and slightly overcast skies. Night is likewise indicated with a dimming of the ambient light, and twinkling motes of light in the sky.