The Rapture

But I would not have you to be ignorant, brethren, concerning them which are asleep, that ye sorrow not, even as others which have no hope. For if we believe that Jesus died and rose again, even so them also which sleep in Jesus will God bring with him. For this we say unto you by the word of the Lord, that we which are alive and remain unto the coming of the Lord shall not prevent them which are asleep. For the Lord himself shall descend from heaven with a shout, with the voice of the archangel, and with the trump of God: and the dead in Christ shall rise first: Then we which are alive and remain shall be caught up together with them in the clouds, to meet the Lord in the air: and so shall we ever be with the Lord. Wherefore comfort one another with these words. 1 Thessalonians 4:13-18

Because thou hast kept the word of my patience, I also will keep thee from the hour of temptation, which shall come upon all the world, to try them that dwell upon the earth. Revelation 3:10

Jesus will come first for His church.
The church is made up of those who love Him. The trumpet will sound, Jesus will appear in the sky and all those who love Jesus, will will meet Him in the sky. First, the dead Christians will rise from their graves, then Christians who are alive will follow, rising through the air, to meet Jesus in the sky. All Christians, living and dead, will be taken off the earth.

This event is called the Rapture.

Source: https://bibleprophecyresources.com/shop/jesus-is-coming-again/