"'And if I go and prepare a place for you, I will come again and receive you to Myself; that where I am, there you may be also. And where I go you know, and the way you know.' Thomas said to Him, 'Lord, we do not know where You are going, and how can we know the way?' Jesus said to him, 'I am the way, the truth, and the life. No one comes to the Father except through Me'" (John 14:3-6).
The reason Jesus has here stated for His departure (i.e., preparing a place for them in heaven) becomes a strong assurance of His return. The Lord would not leave to finish preparing the heavenly home for them and then fail to return and receive them. Jesus will return and take all faithful ones home with Him, so all can be together in that blessed spiritual abode.
"And where I go you know, and the way you know" - He has just told them that He was going to His Father's house (i.e., heaven). They had been with Jesus for approximately three years, and thus they knew His manner of life (i.e., conformity to the Father's will). This was (and is) the only path to the Father's house.
"Lord, we do not know where You are going, and how can we know the way?" - Thomas puts into words what the rest of the apostles were probably thinking. They, still consumed with thoughts of a physical kingdom, were looking for a way that could be walked with one's feet. And, since they were ignorant of the destination, they certainly couldn't know the way. Their understanding of most of the things Jesus said in His final evening with them in the flesh would be very limited at that time, though they would have complete comprehension later (cf. Luke 24:45).
Jesus delivers some powerful thoughts when He said - "I am the way, the truth, and the life." First, He did not simply make the way to heaven known, rather He proclaims Himself to be the way to heaven. Jesus, by virtue of His atonement, opened the way to heaven, and there is no other way (cf. Matt. 7:13,14; Acts 4:12). Second, He designated Himself as the truth. Although there are other truths that one can learn, He, as the Word of God, is the only truth that really matters (cf. John 1:1ff). Third, He proclaims Himself as the life. Neither physical life or spiritual life can exist without Him (cf. John 1:3,4; Col. 1:16; Heb. 1:3; Eph. 2:1ff). In Him are "all the treasures of wisdom and knowledge," and "in Him dwells all the fullness of the Godhead bodily" (Col. 2:3,9).
"No one comes to the Father except through Me" - The Father cannot be approached except through Jesus. It is not possible to "see" the Father except as He has been revealed by the Son. Eternal life with the Father will never be a reality for those who don't first possess the Son (cf. I John 5:12).