I read this back in the 1980s or 90s. I'm not sure if it was a story in Omni, or in an anthology. The story starts with some guy waking up in what he perceives to be Hell, but he is alone. He is burnt all over from the fires. Then some girl arrives and she is freezing. He gives her the cloak he had and she decides he's the devil. More people trickle in, all thinking this man is the devil. Then an angel appears and says there was some sort of error. That they should all be in Heaven, as Satan had apologized to God or something of the sort and was allowed back. The guy in the story decides to stay and rule in Hell, instead of being just someone else in Heaven. Does anyone else remember this?
"Unferno", a novelette by George Alec Effinger, first published in Isaac Asimov's Science Fiction Magazine, July 1985, available at the Internet Archive. Any of these covers ring a bell?
The story starts with some guy waking up in what he perceives to be Hell, but he is alone. He is burnt all over from the fires.
Rosenthal sat on the rock, feeling it scorching his skin, and looked out across the burning lake of sulfur. Noxious clouds of gas wafted through the gloom; the heat was intolerable; and however Rosenthal shifted position, he found no relief from the torment. He shrugged. That was the idea, he supposed, but he didn't have to like it. He stood up again on one foot until he couldn't bear it any longer, then hopped to the other foot, then sat down, then stood up again—this was going to be a hell of a way to spend eternity. At least there were no devils with pitchforks poking at him—
—no devils at all in sight. There should have been, Rosenthal thought. Devils would have made a nice symmetry with the angels he'd seen in Heaven. As a matter of fact, search as he might, Rosenthal neither saw nor heard another being of any sort, anywhere. No damned souls, no gleeful demons—he appeared to be all alone.
Then some girl arrives and she is freezing.
Rosenthal turned and saw a young, fat, pimply girl with straggly brown hair and broad, coarse features. She was the kind of unhappy girl Rosenthal always used to see in the company of a tall, lithe blond beauty who knew better how to fit into a sweater. Here was the drab companion sundered from her attractive friend, helpless now and alone. She was bent over, trying vainly to hide her flabby nakedness. It was an impossible task; it would have been an impossible task with the aid of an army-surplus canvas tent, and all she had to cover herself with were her hands and forearms. Perhaps out of pity, perhaps out of something less generous, Rosenthal turned his back on her.
"I'm freezing!" she cried.
Rosenthal didn't turn around. "Freezing? This is Hell, stupid. It's hot as hell around here."
"I'm freezing! I've been freezing since I fell into that lake of ice."
He gives her the cloak he had and she decides he's the devil.
"I want a robe for this girl here," he said in a loud voice. And just like that, she had a robe. It was every bit as disgusting as his.
"Thank you, O Satan," she said meekly. She slipped, somewhat disconsolately, into the filthy garment.
Then an angel appears and says there was some sort of error.
Orahamiel pretended to study his flaming sword. "Errors do not often happen in Heaven," he said. "As a matter of fact, your damnation was the very first such error in memory. We're all sorry as h— I mean, sorry as we could be about it. I know that hardly makes up for the misery you've suffered here; but I hope you'll listen to the remarkable story I have to tell, and then accept our apology."
That they should all be in Heaven, as Satan had apologized to God or something of the sort and was allowed back.
"You just had the unbelievably shlimm mazel to appear in Heaven at the precise moment when Satan and all his fallen angels decided to repent and ask God's forgiveness. That's what all the fuss was about. They were being welcomed back into Heaven."
The guy in the story decides to stay and rule in Hell, instead of being just someone else in Heaven.
Orahamiel was astonished. "How could anyone even consider staying here, in preference to returning to Heaven?"
"You forget, I was never really in Heaven. I don't know what I'm missing."
The angel thought that over. "Yes, Satan's punishment was the denial of the beatific vision, and his memory of the bliss he'd lost."
"I never had it to lose in the first place. This Hell isn't much worse than what I was used to when I was still alive."
"And I suppose you'd rather reign in Hell than serve in Heaven, that old business again?"
Rosenthal really didn't want to commit himself, but he'd come too far to back down. "I guess so," he said.