Here's a quick synopsis of the belief of the Orthodox Church on the state of souls after death from the GOA website. I believe it was written by Archbishop Michael:
"At death man's body goes to the earth from which it was taken, and the soul, being immortal, goes to God, who gave it. The souls of men, being conscious and exercising all their faculties immediately after death, are judged by God. This judgment following man's death we call the Particular Judgment. The final reward of men, however, we believe will take place at the time of the General Judgment. During the time between the Particular and the General Judgment, which is called the Intermediate State, the souls of men have foretaste of their blessing or punishment."
This, however, does not explain our prayers for the dead, Kolo. The Orthodox, in addition to what is the GOARCH summary, also believe that the souls, separated from their bodies, are in an unnatural state. We were created body and soul (in that order) and our state in the spirit deprived of a body is not natural.
Such state is, therefore, uneasy and even possibly torturous, because the souls really cannot "do" anything. They can't repent after physical death, and our supplications are aimed at easing their "torment" or "longing" which they would experience even if they are destined for eternal blessing after the Final or Dread Judgment.
This is really a round-about-way of saing pretty much what the Latins are saying, IMHO. The "discomfort" also comes from the fact that all our sins which we have not repeneted of will be made visible as we stand before God and Saints in our sinful nakedness. Shame, perhaps, better describes this "discomfort" and prayers provide spiritual clothing, spiritual "warmth" and spiritual comfort.
The Otherodox, of course, are less legalistic in their terms, but the message is the same, as far as I can see.