Caspar Olevianus, A Firm Foundation, Question 116 (translated by Lyle D. Bierma)
Q. What is the third benefit? [of the ascension of Christ]
A. Christ took the flesh and blood that He had assumed from us up into heaven as a guarantee of our ascension. He also sent down to us a further guarantee, which He received not from us but from the Father, namely the Holy Spirit. This He did in order that the Spirit might live in our bodies and souls, be an indissoluble bond between our head in heaven and us, His members on earth, and assure us, like the money in a downpayment, of our eternal inheritance in heaven. John 14.16: "I will pray the Father, and he shall give you another Comforter, that he may abide with you forever." John 16.7: "I tell you the truth. It is to your advantage that I go away; for if I do not go away the Comforter will not come to you; but if I depart, I will send him to you." See also Acts 2; 2Cor 1, 2Cor 6; Eph 1; Rom 5, Rom 8.
The Holy Spirit assures believers of this so strongly that the holy apostle says in Ephesians 2.6 that "God has made us to sit together in the heavenly places with Christ," as those who not only await heaven with a mere hope but already possess it in Christ our head. That is why by the power of the same Holy Spirit we should detach our hearts from these earthly things and "seek the things above, where Christ is, sitting at God's right hand" (Col 3.1; see also Php 3.20-21).
[Question & answer Copyright 1995 Lyle D. Bierma]
In this Q&A, Olevianus rightly points out one of the often-overlooked benefits of the ascension of Christ: the giving of the Holy Spirit. If Jesus hadn't ascended into heaven, the Holy Spirit would not have been sent to be our guide and comforter. The assurance provided that "those who not only await heaven with a mere hope but already possess it in Christ our head" along with the exhortation to apply Col 3.1-4 in seeking the things above (living as our Savior would have us live instead of how the world lives) is both comforting and challenging. Because the Holy Spirit has been sent (and we know it has been, based on Acts 1-2) those who claim Christ must realize that the Holy Spirit is here in order to assist us, guide us and comfort us as we strive to (in our humanity) walk the Christian walk.
So we've gotta walk. One step at a time, but we have to move our feet. As we focus on serving our Lord, His Spirit will guide us in that walk. Thanks be to God for His glorious provision of the Holy Spirit to help us in this manner.