"Where I am going, you cannot follow now, but you will follow later." (John 13:36)

Simon Peter asked him, "Lord, where are you going?" Jesus replied, "Where I am going, you cannot follow now, but you will follow later." (John 13:36)

Where is Jesus going?

This was prompted by Jesus' saying before that:
"My children, I will be with you only a little longer. You will look for me, and just as I told the Jews, so I tell you now: Where I am going, you cannot come." (John 13:33)
Jesus is speaking to them about returning to the spiritual realm.

This is confirmed as the statement Jesus refers to "as I told the Jews" was:
"I am going away, and you will look for me, and you will die in your sin. Where I go, you cannot come." This made the Jews ask, "Will he kill himself? Is that why he says, 'Where I go, you cannot come'? You are from below; I am from above. You are of this world; I am not of this world." (John 8:21-23)
So we know that Jesus is talking about leaving the physical world: "I am not of this world" is very clear. It is also very clear that Jesus is suggesting that the physical world is inferior to the spiritual realm when he says, "You are from below; I am from above. You are of this world; I am not of this world."

We can thus see that not only is Jesus talking about leaving the physical world and going to the spiritual world, but that the physical world is inferior to the spiritual world, and the physical world is a place where "you will die in your sin."

Is it coincidental that Jesus will be crucified within days? When Jesus was crucified, his physical body died, though Jesus did not die. We know that he did not die because he appeared to his disciples after his crucifixion.

So where did he go after his reappearance? Jesus says this clearly later on:
“Do not hold on to me, for I have not yet ascended to the Father." (John 20:17)

So where is Jesus from? 

Where is "above"? And where was he going that Simon Peter could only follow him "later"? And what about Jesus' "rising from the dead"?

The reality is that Jesus left his physical body when it was murdered on the cross. We know that he left his physical body because later when he appeared to his disciples they did not recognize him. This is stated variously in all four gospels, such as:
Afterward Jesus appeared in a different form to two of them while they were walking in the country. (Mark 16:12)
"In a different form" means he wasn't in his physical body.
"Jesus himself came up and walked along with them; but they were kept from recognizing him." (Luke 24:15-16)
Why couldn't they recognize him if he was "risen" in his physical body? They knew what his physical body looked like. These and other verses indicate that Jesus' "rising" was not his physical body coming back to life. It was his spiritual self rising from a temporary physical body.

Did Jesus come to die for our sins?

Did Jesus come down to this world in order to die on the cross and then "rise" in order for people to feel cleansed of the consequences of their sins?

Did Jesus ever teach this? No. Why would he not teach this doctrine if he was the centerpiece for it? Why didn't Jesus just teach that all they had to do was wait until his crucifixion and they would be saved?

Jesus did not teach this doctrine. What did Jesus teach about then? First, he clarified that his teachings were not his own, but were someone else's:
"My teaching is not my own. It comes from Him who sent me." (John 7:16)
All of the other events - all of Jesus' miracles, his appearing to his disciples, and everything else - was centered around underscoring the importance of his teachings.

And what were Jesus' teachings? What is the sum and substance of his teachings?
"'Love the Lord your God with all your heart and with all your soul and with all your mind.' This is the first and greatest commandment." (Matt. 22:37-38)
Thus it is Jesus' teachings that can save us. It is his teachings that have the power to not just cleanse our sins, but cleanse our consciousness so that we are no longer sinful (self-centered).

It is Jesus' teachings that can lift us up from this empty world so we can "follow later" and return home to the spiritual realm, as Simon Peter did.