Answer:
I am a small paradise surrounded by dryness and heat.
I am a popular afterlife location to send evil people
People walk in and out of me. They push me and I follow. When they walk out on me I close up and I stay waiting for the next person to walk into my life when I have a more open mind
You can catch me but cannot throw me.
I am asleep when you are awake I am awake when you fall asleep. I can fly but no feathers to aid my flight.
What do you purposefully put lots of in and on your body, but run away from when you encounter it outside?