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While the following passage in Justin Martyr's Dialogue with Typho the Jew doesn't mention consolation, it does establish that by the second century, some people were teaching that the deceased go straight to Heaven. It also suggests that at that time, the teaching was considered heterodoxical. The strength of Justin's language may actually be surprising to most Christians, since he refers to the doctrine as "blasphemous, atheistical, and foolish" and warns his audience that people who teach such things should not be thought of as Christians.
Moreover, I pointed out to you that some who are called Christians, but are godless, impious heretics, teach doctrines that are in every way blasphemous, atheistical, and foolish. But that you may know that I do not say this before you alone, I shall draw up a statement, so far as I can, of all the arguments which have passed between us; in which I shall record myself as admitting the very same things which I admit to you. For I choose to follow not men or men's doctrines, but God and the doctrines delivered by Him. For if you have fallen in with some who are called Christians, but who do not admit this truth, and venture to blaspheme the God of Abraham, and the God of Isaac, and the God of Jacob; who say there is no resurrection of the dead, and that their souls, when they die, are taken to heaven; do not imagine that they are Christians, even as one, if he would rightly consider it, would not admit that the Sadducees, or similar sects of Genist, Meristae, Gelilaeans, Hellenists, Pharisees, Baptists, are Jews (do not hear me impatiently when I tell you what I think), but are only called Jews and children of Abraham, worshipping God with the lips, as God Himself declared, but the heart was far from Him. But I and others, who are right-minded Christians on all points, are assured that there will be a resurrection of the dead, and a thousand years in Jerusalem, which will then be built, adorned, and enlarged, the prophets Ezekiel and Isaiah and others declare.