The Star Wars universe is rich in lore, full of tantalizing ideas to explore, one of these being the concept of death. Death is a mystery in this far away galaxy, with only a few details made clear. However, the canon does reveal that Jedi can live on after death through their Force Spirits. When a Jedi dies, they can become one with the Force, thus becoming a Force Spirit, living on in ghost-like form. These Force Ghosts occasionally pop in to assist or give advice to those still living, but they weren't always able to do so. Before this ability was discovered, they inhabited a place called the Netherworld of the Force, a lesser known facet of the Star Wars universe.
George Lucas first jotted down his idea of a Netherworld in his screenplay for Return of the Jedi. It didn't make it into canon until the prequel finale, Revenge of the Sith, but once it did, it became integral to a major character's final arc and helped establish the origins of Force Spirits like Obi-Wan, Yoda and Anakin, as seen in the original trilogy.
There are references to the Netherworld that have been purged from canon since the franchise was bought by Disney, mostly minor losses from the Marvel Star Wars comics published in the mid 80's. Darth Plagueis leaves some derogatory references to the Netherworld, saying it's an oubliette for weak souls in a tract for the Book of the Sith; however, it is uncertain as to whether or not this book is actually canon.
Though many references to the Netherworld are questionable, the Star Wars canon does hold one fact about it to be true -- the way in which one attains eternal consciousness to surpass the Netherworld. This ability was discovered by Jedi Master Qui-Gon Jinn. Qui-Gon may have died in The Phantom Menace, but his afterlife became unusually important through supplemental canon works. Dave Filoni's The Clone Wars deftly explored a number of events before the fall of the Old Republic, one of these being Yoda's realization that Jinn had partially succeeded in learning how to live on through the Force. Jinn's spirit had remained in the Netherworld -- between the Living Force that encompasses all organic life and the Cosmic Force where all spirits normally passed through to become one.
Qui-Gon's spirit first guided Yoda down the same path to eternal consciousness, then his own padawan Obi-Wan, and onward, unlocking a crucial method for the dwindling Jedi Order to pass on this ability to future Jedi. Once becoming a Force Spirit, the Jedi was no longer bound to the nebulous Netherworld, but may impact the physical world.
One could theorize that the living might see the Netherworld, if vaguely, through the World Between Worlds introduced in Star Wars Rebels. Though it's shown like the fictional concept of a tesseract -- a fifth dimensional folding of space and time -- it's also anchored through the Force itself, tying places and moments inextricably together beyond the bounds of mortality. Yet this is only another question, again with more questions nesting within.