All his sons and all his daughters rose up to comfort him; but he refused to be comforted. He said, “For I will go down to Sheol [KJV: the grave; BBE: the underworld; Wycliffe: helle; DRC: hell] to my son mourning.” — Genesis 37:35, World English
Certainly the faithful prophet Jacob did not expect to go to a place of torture. He shows us that it was sorrow suffered in this life that was leading him toward the death state and would finally bring him there; therefore those sorrows would not have led him to a paradise portion of hell, for he would have been joyous at the prospect of joining Joseph in bliss! Thus our conclusion is that he expected to go to the unconscious, oblivious realm of death.
Some offer this verse as proof of some kind of inherent immortality, because Jacob says that he will go to his son in sheol. The claim is that if he was to be with his son in sheol, and therefore this means that he would have consciousness in sheol. Actually, all this means is that Jacob expected to join his son in the unconscious realm of death. There is no mention of any kind of immortality, or of consciousness in sheol. Thus one has to read into the scripture the hellenistic concept of inherent immortality, or of consciousness while in sheol.
There are those who claim that this scripture says that Jacob would be mourning while in sheol, and thus this proves that he was conscious in sheol. At the same time, those who advocate this viewpoint usually claim that Jacob went to their idea of “paradise” when he died. This would mean that they think that paradise will be a place of mourning; however, the Bible paradise is described as a time when there will be no more mouring or crying, “and the Lord Yahweh will wipe away tears from off all faces.” (Revelation 7:17; 21:1-4; Isaiah 25:8) Thus if Jacob was reunited with his son in a conscious compartment of sheol called paradise, why would he need to be mourning there? Actually the scripture says nothing about Jacob mourning in sheol, but rather that he would be mourning while he was alive and that this mourning would be so painful that it would finally kill him, causing him to enter into the oblivious realm of death. — The same general comments of this verse also apply to Genesis 42:38; 44:29 and 44:31.
He said, “My son shall not go down with you; for his brother is dead, and he only is left. If harm befall him by the way in which you go, then you will bring down my gray hairs with sorrow to Sheol.” — Genesis 42:38, World English
If you take this one also from me, and harm befalls him, you will bring down my gray hairs with sorrow to Sheol.’ — Genesis 44:29, World English
It will happen, when he sees that the boy is no more, that he will die. Your servants will bring down the gray hairs of your servant, our father, with sorrow to Sheol. — Genesis 44:31, World English
Jacob, in Genesis 42:38; 44:29, is speaking of his son Benjamin. He says that Joseph is already dead in sheol, and that if anything happened to Benjamin, it would cause his gray hairs to be brought down in sorrow into sheol. Again this cannot mean that Jacob was expecting that his soul was going to be eternally tortured, nor can he be speaking of going to a place of bliss; the same general reasoning applies here as shown under Genesis 37:35.