Well, I had 3 theories, but one of them was disproven in the last episode. The other two one are wild guesses that are probably not true. Anyway, here they are.
Theory 1 (disproven) That people who die for the Doctor go to that place for some reason.
Theory 2 (which is probablly not true) That place has something to do with The Library where River is...
Theory 3 (most likely of them all, but still shaky) It has something to do with Gallifrey.
Or maybe it really is heaven. :lol: As for that woman, she seems to be the one who runs the place. And she knows the Doctor. Maybe she's the woman in the shop who gave Clara the Doctor's number.
:rofl: