Board Thread:General Discussion/@comment-8870433-20131205200627/@comment-14027812-20131205204754

Where everyone else is said to go. To the dreamsleeve, where their souls get blended, their memories are wiped and where they reincarnate. Take note that this is the unnoficial explanation, that was given outside the games, and that it cannot be trusted completely.

So the correct answer would be: We don't know.