"For to me to live is Christ, and to die is gain." (Philippians 1:21)
Although the glorious resurrection bodies which have been promised all believers must await the return of Christ, even the spirit-existence after death is better than this present life for the believer. Paul himself expressed "a desire to depart, and to be with Christ; which is far better" (v. 23)--"to be absent from the body, and to be present with the Lord" (2 Corinthians 5:8).
Thus, it is "gain" when a Christian dies! Since Christ, in His resurrection body, is in heaven at the right hand of the Father, the spirits of "sleeping" Christians are also there. The intermediate state is somewhat analogous to the dreaming state, in which the consciousness travels to various places and experiences while the body is asleep. In fact, death is called "sleep" for the Christian (1 Thessalonians 4:13).
However, in some amazing way, these conscious spirits of believers are still distinct and recognizable. Moses and Elijah (Matthew 17:3), as well as Samuel (1 Samuel 28:12-19), were identifiable in their spirit-form, even by people here on earth.
One of the greatest blessings of dying and going to be with the Lord will be the joy of returning with Him "at the coming of our Lord Jesus Christ with all his saints" (1 Thessalonians 3:13). "Them also which sleep in Jesus will God bring with him. . . . And the dead in Christ shall rise first" (1 Thessalonians 4:14, 16), just before the "rapture" and glorification of the saints who are still living. As wonderful as it might be to live until Christ returns, it will be even better to be with Him!
The death of a Christian, therefore, may be a time of loss and grief for those left behind, but it is a time of joy and blessing for the one who dies, including a happy reunion with those who have gone before. HMM