John 16:5 "But now I go away to Him who sent Me, and none of you asks Me, 'Where are You going?' But because I have said these things to you, sorrow has filled your heart."
Since all His disciples were having the wrong idea that He, the Son of God and their Messiah will soon become the King of Israel to establish His earthly Rule, instead of being the Lamb of God to die for their sins, He again and again told them that He would be going back to the Father who sent Him and not to establish His earthly Rule then.
Mat 16:20-21 Then He commanded His disciples that they should tell no one that He was Jesus the Christ. From that time Jesus began to show to His disciples that He must go to Jerusalem, and suffer many things from the elders and chief priests and scribes, and be killed, and be raised the third day.
When His disciples had believed in Him as the Son of God and Messiah, only then did He tell them of His coming suffering. Similarly, we can only teach new converts that they must endure sufferings, which God uses to refine them to be His bride, after they had understood the gospel of the message of the cross. Our Lord kept reminding His disciples that He will be killed as their sacrificial Lamb, which they didn't seem to understand nor accept.
John 14:1-3 "Let not your heart be troubled; you believe in God, believe also in Me. In My Father's house are many mansions; if it were not so, I would have told you. 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 to Myself; that where I am, there you may be also."
Our Lord had chosen the way of the cross so that through His death He can also bring all those who believe in Him to be with Him in the Father's house.
John 20:17, 20 Jesus said to her, "Do not cling to Me, for I have not yet ascended to My Father; but go to My brethren and say to them, 'I am ascending to My Father and your Father, and to My God and your God.'"... And when He had said this, He breathed on them, and said to them, "Receive the Holy Spirit."
When anyone sincerely believes and accepts Jesus as his sacrificial Lamb, Lord and Savior, all his sins are cleansed by His blood. Immediately, the Holy Spirit dwells in Him as the seal of redemption.
John 14:15,-17a "If you love Me, keep My commandments. And I will pray the Father, and He will give you another Helper, that He may be with you forever- the Spirit of truth,"
When one appreciates and understands Jesus' great love for him, and if he is grateful and returns His love by keeping His words and commands, then our Lord Jesus will baptize him with the Holy Spirit or Spirit of truth. Only after knowing truth, he will be able to understand Him, His words and will.
Then he will be led by the Spirit and with power and his service to God will always be joyful even in sufferings, tribulations, sorrows, persecutions, sicknesses, pains, etc. just as the services of His disciples in the book of Acts.
Brethren, the Spirit Himself bears witness with our spirit that we are children of God, and if children, then heirs—heirs of God and joint heirs with Christ, if indeed we suffer with Him, that we may also be glorified together. (Rom 8'16-17)