[Azred]

This is strictly a D&D thing and not based on any particular mythology.

I think some mythologies stated that faithless people or apostates would wind up wandering outside the realm of the afterlife, alone and forlorn forever. If you think about it, that's pretty harsh--no other company for all of eternity? *yeesh*

No, the Forgotten Realms were set up by Lord Ao, especially after the Time of Troubles, to take care of their faithful, many of whom were being ignored by the gods. In return, their power is directly a result of faithful followers.