Soulworld

The Soulworld is a pocket dimension which exists inside of the Soul Stone where souls reside in.

Reunion with Gamora
Following her sacrifice on Vormir, Gamora's soul was transported into the Soul Stone, where she reverted to a child form similar to when she'd first met Thanos. After he successfully wiped out half of the universe's population, Thanos' consciousness traveled into the Soulworld, where he faced his daughter.

Gamora, turning to meet her adoptive father, asked if he completed his mission, to which he agreed. When she asked what it had cost him, the Mad Titan solemnly remarked that it cost everything he had.

Trivia

 * In the comics, the Soulworld, or Soul World, is a dimension covered in a dusty plain which exists inside the Soul Gem and housed the souls of Goddess and Magus.