And when he had spoken these things, while they beheld, he was taken up; and a cloud received him out of their sight. (Acts 1:9)
The Ascension of our Lord Jesus Christ up to heaven happened 40 days after the Resurrection. Jesus had been appearing to his disciples numerous times after his resurrection, teaching them his commandments. His final commandment to them was to preach the Kingdom of God and the repentance and forgiveness of sins in His name to the entire world. He then lifted up into the heavens on a cloud.
By the clouds there is a sort of communication kept up between the upper and lower world; in them the vapours are sent up from the earth, and the dews sent down from heaven. Fitly therefore does he ascend in a cloud who is the Mediator between God and man, by whom God’s mercies come down upon us and our prayers come up to him.
Matthew Henry
As his disciples were gazing to the sky where he had disappeared, two angels were suddenly among them asking them “why are you standing here staring into heaven? Jesus has been taken from you into heaven, but someday he will return from heaven in the same way you saw him go!” (Acts 1:11). This message from the angels should first of all awaken us to our duties and the expectations of our Lord before His glorious return, and secondly, the though of His second coming should fill us with hope, courage and comfort.