The first account I composed, Theophilus, about all that Jesus began to do and teach, until the day when He was taken up to heaven, after He had by the Holy Spirit given orders to the apostles whom He had chosen. To these He also presented Himself alive after His suffering, by many convincing proofs, appearing to them over a period of forty days and speaking of the things concerning the kingdom of God (Acts 1:1-3).
And He led them out as far as Bethany, and He lifted up His hands and blessed them. While He was blessing them, He parted from them and was carried up into heaven. And they, after worshiping Him, returned to Jerusalem with great joy, and were continually in the temple praising God (Luke 24:50-53).
Why did the ascension give the disciples so much joy? John Piper gives his thoughts in a sermon from 1981:
But the ascension of Jesus is an "ascent of joy" not only because the disciples love Jesus and rejoice in his joy, but also because there are supremely valuable benefits that come to them, to us, because Jesus has returned to the Father. I'll mention three--all ours if we just take them and make them part of our lives.
You can read or listen to those three things in his sermon here.