Because of the calendar this year, two key events that we celebrate as part of the Christian year, occur this month. The first is the Ascension when the Lord returns to heaven and the second, Pentecost, follows as a natural consequence of the former. For Jesus tells us that ... I tell you the truth: It is for your good that I am going away. Unless I go away, the Counselor will not come to you; but if I go, I will send him to you. (John 16:7) And when He refers to the counsellor, He is talking about the Holy Spirit. Peter later tells us that God has raised this Jesus to life ... he has received from the Father the promised Holy Spirit and has poured out what you now see and hear. (Acts 3:32-33) Without Jesus returning to heaven we would not have been able to receive the Holy Spirit, who enables us to live the life that God desires.
But it is the first event that also reminds us that the present time, though extended for two thousand years, is only temporary. For the Angels told the Apostles that "This same Jesus, who has been taken from you into heaven, will come back in the same way you have seen him go into heaven." (Acts 1:11) One day soon Jesus will return and [God] will wipe every tear from their eyes. There will be no more death or mourning or crying or pain, for the old order of things has passed away. (Rev 21:4)