Lewis’ “The Great Divorce” is a wonderful book, giving one much to ponder. But, it’s important to keep in mind two facts: first, it’s only an allegory, and second, it’s not magisterial teaching (nor is it based, strictly speaking, on magisterial teaching). So, while it gives us opportunity to ask very interesting questions, it’s not meant to ‘teach the faith’, so to speak.
The Church does not teach that we lose our consciousness at death; some Christians believe in the notion of ‘soul sleep’, but that is not the teaching of the Catholic Church. The souls in a state of purgation are unable to “pray themselves out of purgatory,” but there’s no notion that they’re unconscious. (Note that I’m not talking of a state of consciousness that proceeds from bodily function; those in purgation are clearly not embodied, so they do not have the sensory faculties that they did when alive.)
However, you seem to be asking about a consciousness that is in denial or being deceived – that is, a state in which we are aware that we exist, but not aware of our state. That is not part of the teaching of the Church, either. It’s part of the allegory that Lewis weaved, though – it helped set the stage for the way in which his story might progress.