It is, of course, possible to go straight to heaven. It is also, of course, possible to go straight to hell. And for those who are not in a state of mortal sin but still need some purification, they go through Purgatory before attaining heaven.
The statement “everyone goes to Purgatory” is not exactly a theological principle, but it is perhaps a catchy way of getting across the necessity of praying for the dead.
