Considering the days we live in, I can appreciate Paul's statement here. He's torn between wanting to serve the needs of the church - and dying so that he can be with the Lord.

For to me, to live is Christ, and to die is gain. But if I go on living in the body, this will mean fruitful labor for me. So what shall I choose? I do not know. I am torn between the two. I desire to depart and be with Christ, which is far better indeed. But it is more necessary for you that I remain in the body.

Phil 1:21-24

He describes this in greater detail in 2 Cor 5. [Text insertions] are mine.

Now we know that if the earthly tent [our bodies] we live in is dismantled [death], we have a building from God [I believe this is the New Jerusalem], an eternal house in heaven, not built by human hands [Jesus said "I go to prepare a place for you"]. For in this tent [body] we groan, longing to be clothed with our heavenly dwelling, because when we are clothed, we will not be found naked. So while we are in this tent [body], we groan under our burdens, because we do not wish to be unclothed but clothed, so that our mortality may be swallowed up by life [eternal life]. And God has prepared us for this very purpose and has given us the Spirit as a pledge of what is to come.

Therefore we are always confident, although we know that while we are at home in the body, we are away from the Lord. For we walk by faith, not by sight. We are confident, then, and would prefer to be away from the body and at home with the Lord. So we aspire to please Him, whether we are here in this body or away from it. For we must all appear before the judgment seat of Christ, that each one may receive his due for the things done in the body, whether good or bad.

Now, hold onto that thought of leaving our earthly tent [body] to go and be with the Lord.

Let's pick this up again in Revelation 7. At this point the first six seals have already broken. The seventh seal is about to break - ushering in the seven trumpets, followed by the seven bowls. All of which are the wrath of God - For the great day of Their wrath has come, and who is able to withstand it?” (Rev 6:17). At this point, the 144,000 are sealed - 12,000 from each of the 12 tribes of Israel. But notice this:

After this I looked and saw a multitude too large to count, from every nation and tribe and people and tongue, standing before the throne and before the Lamb. They were wearing white robes and holding palm branches in their hands. And they cried out in a loud voice:

“Salvation to our God,
     who sits on the throne,
     and to the Lamb!”

Who might this great multitude be?

Then one of the elders addressed me: “These in white robes,” he asked, “who are they, and where have they come from?”

“Sir,” I answered, “you know.”

So he replied, “These are the ones who have come out of the great tribulation; they have washed their robes and made them white in the blood of the Lamb. For this reason,

they are before the throne of God
     and serve Him day and night in His temple;
and the One seated on the throne
     will spread His tabernacle over them.
‘Never again will they hunger,
     and never will they thirst;
nor will the sun beat down upon them,
     nor any scorching heat.’

For the Lamb in the center of the throne
     will be their shepherd.
‘He will lead them to springs of living water,’
     and ‘God will wipe away every tear from their eyes.’”

In Rev 7, a remnant (144,000) of Israel are sealed -  “Do not harm the land or sea or trees until we have sealed the foreheads of the servants of our God" (Rev 7:3).

But where is the church in all of this? I believe they are the ones described as "coming out of the great tribulation" above. This happens just before the wrath of God begins. They join those who've died in millennia past.

This seems to be confirmed in Rev 14. Note that Rev 12 - 14 provide a pause in the timeline of events. These chapter insertions provide details about the "woman", the "dragon", the "beast", the "144,000" and so on.

After describing the activity of the 144,000 in Rev 14:1-5, an angel proclaims “Fear God and give Him glory, because the hour of His judgment has come" (Rev 14:7). In other words - His wrath. And just before His wrath begins, we see a "great harvest".

“Swing Your sickle and reap, because the time has come to harvest; for the crop of the earth is ripe.” So the One seated on the cloud swung His sickle over the earth, and the earth was harvested.

Rev 14:15-16

These verses describe a "harvest", a "rapture", or "gathering of His elect" (Matt 24:31). I believe those that are "harvested" here, join those already in heaven - forming this great multitude.

We see this great multitude again in Revelation 19. The seven trumpets and seven bowls, or wrath of God, have already been released on the earth. And then:

After this I heard a sound like the roar of a great multitude in heaven, shouting:

“Hallelujah!

Salvation and glory and power belong to our God!
     For His judgments are true and just.
He has judged the great prostitute
     who corrupted the earth with her immorality.
He has avenged the blood of His servants
     that was poured out by her hand.”

...

And I heard a sound like the roar of a great multitude, like the rushing of many waters, and like a mighty rumbling of thunder, crying out:

“Hallelujah!

For the Lord our God the Almighty reigns.
     Let us rejoice and be glad
     and give Him the glory.
For the marriage of the Lamb has come,
     and His bride has made herself ready.

She was given clothing of fine linen,
     bright and pure.”

...

Then I saw heaven standing open, and there before me was a white horse. And its rider is called Faithful and True. With righteousness He judges and wages war. He has eyes like blazing fire, and many royal crowns on His head. He has a name written on Him that only He Himself knows. He is dressed in a robe dipped in blood, and His name is The Word of God.

The armies of heaven, dressed in fine linen, white and pure, follow Him on white horses. And from His mouth proceeds a sharp sword with which to strike down the nations, and He will rule them with an iron scepter. He treads the winepress of the fury of the wrath of God the Almighty. And He has a name written on His robe and on His thigh:

KING OF KINGS AND LORD OF LORDS.

Rev 19

So, this great multitude (dressed in fine linen) that are currently in heaven are given white horses and they follow Him as He strikes down the nations. In other words, they return with Him to the earth. Following this, the beast and false prophet are destroyed. Satan is bound. And then:

Then I saw the thrones, and those seated on them had been given authority to judge. And I saw the souls of those who had been beheaded for their testimony of Jesus and for the word of God, and those who had not worshiped the beast or its image, and had not received its mark on their foreheads or hands. And they came to life and reigned with Christ for a thousand years.

Rev 20:4

One last point about that heavenly building that Paul referred to earlier on. That building "not built with human hands".

Then I saw a new heaven and a new earth, for the first heaven and earth had passed away, and the sea was no more. I saw the holy city, the new Jerusalem, coming down out of heaven from God, prepared as a bride adorned for her husband.

And I heard a loud voice from the throne saying:

Behold, the dwelling place of God is with man,
     and He will dwell with them.

They will be His people,
     and God Himself will be with them as their God.

Rev 21:1-4

So, in summary, there is a "great multitude" in heaven. They, and we (if we die before His coming), will remain there until that Day. When that Day comes, they / we will return with Him as He strikes down those nations and establishes His kingdom on earth. The final chapters in our Bible describe a new heavens and a new earth and a holy city - new Jerusalem - coming down out of heaven. And note this important distinction that seems to get lost in modern explanations about the kingdom of God. The dwelling place of God is with man, and He will dwell with them.

This hearkens back to Genesis 1 and 2. Unlike angels, we were never intended to live in eternity as disembodied spirits. Beyond this brief introduction, we aren't given a lot of details as to what happens after the new heavens and the new earth.

Paul describes that future in this way:

we speak of the mysterious and hidden wisdom of God, which He destined for our glory before time began. None of the rulers of this age understood it. For if they had, they would not have crucified the Lord of glory. Rather, as it is written:

No eye has seen,
     no ear has heard,
     no heart has imagined,
what God has prepared for those who love Him.

1 Cor 2:7-9