This can be a confusing subject as is evident from the following scriptures: John 14:2-3 “In my Father's house are many mansions…I go to prepare a place for you. And if I go and prepare a place for you, I will come again, and receive you unto myself; that where I am, there ye may be also. Compare with Matthew 28:20, “lo, I am with you always, even unto the end of the world.” The question then becomes how can he be both “with us” and gone “preparing a place for us” at the same time?
Even more confounding, Revelation 1:7 states that when Jesus returns “every eye shall see him.” Yet the angels that were present when Jesus left in the cloud told the disciples they should not stand there gazing into the sky… saying that Jesus would return in the same manner as they saw him leave. (Acts 1:11) Since only a few saw him leave, only a few would see him return. This concept is reaffirmed in 1 Thessalonians 5:2. Our Lord would return “like a thief in the night” meaning quietly, unobserved by the masses, but known to the watchers.
The purpose of our Lord’s second advent is that He comes to establish His kingdom. When people “see” this evil order being demolished, they will eventually recognize that it is Jesus who is destroying the old to establish His rule. “…upon the earth distress of nations, with perplexity; the sea and the waves roaring; men's hearts failing them for fear, and for looking after those things which are coming on the earth: for the powers of heaven shall be shaken. And then shall they see the Son of man coming in a cloud with power and great glory.” Luke 21:25-27.
Mankind will not see Jesus with their literal eyes: “Before long, the world will not see me anymore, but you will see me,” John 14:19. How do we see Jesus? Christians see Jesus through His directions in our hearts and lives. By faith, we come to realize, “all things work together for good to them that love God, to them who are the called according to his purpose,” Romans 8:28. In the same way, eventually “every eye will see him” not with the physical eye, but with the eyes of their understanding.
Both physically and spiritually Jesus is in heaven, and he will still be there after his return, just like he is always at the right hand of the father… Think more of his return as when he begins to do a different work than when he was away. The different work is well stated in Acts 15:14-16, “…God at the first did visit the Gentiles, to take out of them a people for his name. And to this agree the words of the prophets; as it is written, After this I will return, and will build again the tabernacle of David, which is fallen down; and I will build again the ruins thereof, and I will set it up.” This makes it clear then that He has returned because we see the ruins of Israel being set up. (This is a citation of Amos 9:11-15.)