The Abyss, also known as Hell or the Pit, is the murky dimension of darkness created by God as an eternal prison for the Fallen. It is located beneath the Underworld. It is far from the usual picture of a place of fire and tormented sinners. The Abyss is only populated by the Fallen - mortals never end up there. The Abyss is featureless, dark, cold, windy and empty - it is closer to sensory deprivation than to anything else. The only thing that gets in are faint echoes of the sufferings of humanity, but that is all. The imprisoned Elohim are bodiless spirits - they can just about touch each other, but that's the extent to which they can interact except by speaking. They can't see themselves or who they are talking to. The demons inside are left to rot in their own regrets, despair and impotent fury and the machinations and manipulations of the infernal rulers are nothing but insane mind games, since the Fallen can't hurt or destroy each other.
Even though demons may escape since the walls of the Abyss cracked during the last Maelstrom, allowing the weakest of the Fallen to leave under their own power, the Fallen are never free from the lure of the Abyss. A powerful force draws them back, so they have to anchor themselves to soulless bodies or to objects resonating with their nature in order to remain relatively free. Some Fallen, particularly the Earthbound, are so massive and powerful in their true forms that they can never escape the full pull of the Abyss and must always return there if they lose their anchor.