Identifying a s-f short story.

Maybe you folks out there can help me. I once read a sci-fi short story that I can no longer recall the title or author of. In it, a guy, some sort of missionary, discovers that Heaven is a different place(planet?) for everybody. Quite simply, Heaven for each person is the situation which you would think is the best possible way to spend eternity. I can’t remember if there was a corresponding situation for those going to Hell. The story is told in the first person, and I remember he finds the adventurer Livingstone on a planet? that is like an African veldt, filled with game and no people, or very few.
Does this ring a bell with anyone? I’d like to read it again.