Jesus ascended into heaven after his earthly ministry, but he did not leave us or forsake us. By his Spirit, he is always with us.
https://www.desiringgod.org/messages/i-am-the-way-the-truth-and-the-life/
https://www.desiringgod.org/messages/i-am-the-way-the-truth-and-the-life/excerpts/relief-for-lonely-hearts