When Christ rose from the dead, He told Mary not to touch Him as He had not yet risen.
The day Jesus died, He told the thief hanging next to Him that He would be with Jesus in Paradise that day. So, you know He wasn't referring to Heaven.
They went to Abraham's Bosom, also called Paradise. It is where those who belonged to God, but had not yet had their sins removed by Christ were congregated.
God's solution was to create “Abraham's Bosom” (Luke 16:22), a special place that was set apart from the rest of hell by a great gap or gulf. This arrangement was temporary, because after Jesus died, he went to Abraham's Bosom, and He emptied it. They came back with Him.
Where they were waiting for Him:
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Luke 16:19-31
The Rich Man and Lazarus
“There was a rich man who was dressed in purple and fine linen and lived in luxury every day. At his gate was laid a beggar named Lazarus, covered with sores and longing to eat what fell from the rich man’s table. Even the dogs came and licked his sores.
“The time came when the beggar died and the angels carried him to Abraham’s side. The rich man also died and was buried. In Hades, where he was in torment, he looked up and saw Abraham far away, with Lazarus by his side. So he called to him, ‘Father Abraham, have pity on me and send Lazarus to dip the tip of his finger in water and cool my tongue, because I am in agony in this fire.’ “But Abraham replied, ‘Son, remember that in your lifetime you received your good things, while Lazarus received bad things, but now he is comforted here and you are in agony. And besides all this, between us and you a great chasm has been set in place, so that those who want to go from here to you cannot, nor can anyone cross over from there to us.’ "He answered, ‘Then I beg you, father, send Lazarus to my family, for I have five brothers. Let him warn them, so that they will not also come to this place of torment.’ “Abraham replied, ‘They have Moses and the Prophets; let them listen to them.’ “‘No, father Abraham,’ he said, ‘but if someone from the dead goes to them, they will repent.’ “He said to him, ‘If they do not listen to Moses and the Prophets, they will not be convinced even if someone rises from the dead.
Where Jesus said He was going:
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Matthew 12:40 For as Jonah was three days and three nights in the belly of a huge fish, so the Son of Man will be three days and three nights in the heart of the earth. < which gives us the location of Hell.