There are two types of revelation: general and private. General revelations are the teachings handed down to us from Jesus and the Apostles. These revelations ended with the Apostles and they must be believed by all Christians. Private revelations, on the other hand, have been occurring since the time of the Apostles. These are not new teachings to add to the Gospel. They are messages from God to help us in our lives, or to help others. They can also be warnings to problems which can be averted if we heed them.
Private revelations can be dangerous, such as the apparitions at Bayside which lead people away from the Church to a destructive sect. This is why the Church needs to examine each private revelation to determine if it’s worthy of belief. The local bishop is in charge of examining the visionary and apparition before making a judgment on it.
When a private revelation is approved, it doesn’t mean that everything that it teaches is true. It means that there is nothing in it that is contrary to faith and morals and they can be read without danger. Belief in it is also optional. You don’t have to believe in the teachings of Our Lady at Fatima, but you miss out on great deal of graces if you don’t.
Every revelation on Purgatory is a private one. There are many frightening visions and also visions which inspire those who hear them. Caution needs to be exercised here because most visions have not be examined or approved by the Church. The traditional books on Purgatory use the tactic of scaring the reader to get them to help the holy souls, i.e. if you don’t help them, you’ll suffer a long stay in Purgatory. These sorts of tactics only work for a short period of time until its forgotten what caused the fear. Love and knowledge of the holy souls is a better way to bring about faithful devotion to them.
Use caution when studying private revelations. Study your Bible and your faith to help you discern them, and of course look to your bishop for the final judgment.