In Christian-predominant Western society, even if you don't grow up in a religious household, you have likely grown up hearing the common threat "You're going to go to hell if you do that!" For example, if you try to play a trick on your neighbor, your mother might say, "You'll go to hell for that!"
When I was growing up, you could go to hell for almost anything, including using swear words or reading a dirty magazine.
This comes from the belief that after you die, you either go to heaven or hell. Sinning will send you straight to hell.