As it turns out, Hell was kinda boring. At least it was for Adam.
After landing in The Cage, Lucifer and Michael shed their vessels like molting snakes. They fell upon one another in an angelic battle royale. Punches and lightning bolts were thrown; threats and insults were exchanged. It didn't take long for the feuding brothers to realize they were evenly matched, so they decided to take their anger out on Sam and Adam instead.
The next 20 years or so really were Hell. Torture? You bet. All day, every day-countless creative abuses of a verbal, physical and often sexual nature. He and Sam were sadistically and mercilessly double-teamed by two bitter imprisoned arch-angels until minutes, days and years blurred together.
Just when Adam was starting to find comfort in the monotonous barrage of pain and blood, it stopped. He found himself alone with his brother. At first, the silence was deafening. Then, they began to talk. Hey, it's not like they had a deck of cards or a ping pong table.
They literally told each other everything. They compared notes on John, Dean, movies, sports and how they'd lost their respective virginities. Sam told stories of hunts for phantasmagorical creatures. Adam told stories of little league, school plays and beach trips. They both spent a lot of time envying one another's lives.
They fantasized, confessed, laughed, cried and finished at least a thousand rounds of Ninety-Nine Bottles of Beer on the Wall.
Adam soon came to the realization that he'd now spent more time with Sam in Hell than Dean had spent with Sam on Earth. Whether Lucifer and Michael decided to leave them alone or not, Adam was content to spend the afterlife with his big brother. He'd never been closer to another human being in his life. It's a shame it had taken both their deaths to facilitate it.
Then, one day, it all changed. Both men were shocked when Castiel showed up unannounced, spouting off about Purgatory and Perdition. The angel lay a hand on Sam's shoulder and vanished, taking Sam with him. Just like that, Castiel—and Adam's only companion—were gone.
Something had gone wrong. Castiel's attempt to rescue Sam hadn't completely succeeded. Adam could still feel Sam's presence. It fluttered purposefully around their prison, a white-hot firefly. It never spoke, but Adam was comforted nonetheless. It didn't take him long to realize that the ball of light was Sam's soul.
Needless to say, Lucifer was not a happy camper when he returned to find Sam gone. He couldn't torture a human soul. He could, however, torture Adam while Sam was forced to watch. That activity kept them all busy for decades.
A century later, Death himself actually came to visit, a satchel clutched in his bony grip. Adam realized its purpose when Death snatched Sam's soul out of the air like a softball and deftly shoved it into the bag. He didn't speak a word to Adam. He merely raised a finger to his own lips as if to say, "Let's keep this on the down-low."
Death vanished like a dark eddy of water, and, just like that, Adam was alone.
Don't forget about me, Sam! Don't leave me here all alone! Adam sent out silently in his despair. Please, come back for me!
After that, Adam had nothing… but time.