What did Jesus do during the three days his body was in the grave?
This is a great mystery, but as the Heidelberg Catechism states, it does assure us that we are fully delivered from the anguish and torment of hell in Christ (Q&A 44).
Here is a general summary of the main thoughts of most evangelical theologians:
*Jesus' spirit separated from his body and...
--He entered hades to proclaim a message to disobedient spirits (1 Peter 3:18-22) ... OR .... 1 Peter refers to the Son of God preaching by the Holy Spirit through Noah to the people of Noah’s day.
--He entered paradise to appear to Old Testament believers and lead them to heaven (Luke 23:43; Ephesians 4:8).
*While Jesus was in the grave...
--His spirit was not asleep, though his body was slain.
--He did not suffer wrath in hell -- his work on the cross was sufficient (John 19:30 - "It is finished!").
--He did not offer sinners a second chance for salvation (Heb. 7:27). Once someone dies, there are no second chances (Hebrews 9:27).
"I am confused..."
Here are some links for further study. We'd encourage you to check them out: