Paul talked to the people at Thessalonica
about this mystery:

"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 pre-
cede 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