The Protestant Reformation began as an attempt to reform the Roman Catholic Church, carried out by Western European Catholics who opposed what they perceived as false doctrines and ecclesiastic malpractice — especially the teaching and the sale of indulgences or the abuses thereof, and simony, the selling and buying of clerical offices — that the reformers saw as evidence of the systemic corruption of the Church's Roman hierarchy, which included the Pope. Both issues were dealt with in an altogether different manner by the Roman Catholic Church during the Counter-Reformation.
Purgatory is the condition or process of purification or temporary punishment in which, it is believed, the souls of those who die in a state of grace are made ready for Heaven. They do not go to heaven directly!
The sale of indulgences was used to raise money to pay for the building of the Cistine Chapel in Rome. Martin Luther had a big problem with this (among other things that he wished to correct about the Church of Rome) and so he posted (nailed) the 95 Theses to the door of the church in Wittenberg in order to start a 'conversation' with other religious authorities.
The song itself was about the tough conditions on the railroad. However, it is structured in short stanzas such as a ballad would be. The answer is ballad
