Should i be concerned if i had dreams of heaven, hell and purgatory?

No: This probably reflects your beliefs and interests, or these may symbolize your hopes and fears. Only if these distress you should you or seem to make you lose control over yourself should you seek help. Many of history's spiritual giants have found meaning in dreams, but what this means to you is for you to decide. I hope faith becomes a source of strength & courage to live well.

"Concerned"?: The subjects of your dreams are almost always symbolic of something else. If you dreamed about being on the International Space Station, does that mean you were really up there? Exploring what heaven, hell and purgatory are symbolic of in your dreams could be extremely valuable and productive. The effort is definitely worth it.