Well, in John Christ tells his Disciples that he must leave them in order for the Spirit to come (16:7), who will 'be with us forever' (14:16). We know that in Matt 28:20 that Jesus promised to be with us "to the end of the age"...so how does his 'leaving' and the Spirits 'coming' fit with that? Like this:
Judas (not Iscariot) said to him, “Lord, how is it that you will manifest yourself to us, and not to the world?” Jesus answered him, “If anyone loves me, he will keep my word, and my Father will love him, and we will come to him and make our home with him. -John 14:22–23
And when he comes, he will convict the world concerning sin and righteousness and judgment: concerning sin, because they do not believe in me; concerning righteousness, because I go to the Father, and you will see me no longer; -John 16:8–10
Basically, Jesus is telling the disciples that when he
physically departs the Spirit will take his place by dwelling within us. Jesus, one with the Father, also one with the Spirit, is therefore present within us as we walk with the Spirit.
However, if we understand this to be the case, we can then look at the promises Christ gives us for his
physical return to be fulfilled literally in the future.
And if I go and prepare a place for you, I will come again and will take you to myself, that where I am you may be also. -John 14:3
Then I saw a new heaven and a new earth, for the first heaven and the first earth had passed away, and the sea was no more. And I saw the holy city, new Jerusalem, coming down out of heaven from God, prepared as a bride adorned for her husband. And I heard a loud voice from the throne saying, “Behold, the dwelling place of God is with man. He will dwell with them, and they will be his people, and God himself will be with them as their God. He will wipe away every tear from their eyes, and death shall be no more, neither shall there be mourning, nor crying, nor pain anymore, for the former things have passed away.” -Revelation 21:1–4
There are other passages, but we can clearly see that the bible promises 1) a physical return of Jesus Christ, and 2) a time when God (which of course includes 'the lamb') dwelling among his people as he once did in the garden of Eden when sin and death are no more. We can clearly say that that is not now.
I would say that all these questions are answered by "the Spirit". We have God IN us, right now. Christ promised us his presence...the presence of God, and that's exactly what we have in the Spirit. He said that it was, in fact, 'better' for him to leave, physically and send the Spirit...presumably because in his physical form, Jesus would be present in one location on earth, while the Spirit is present within every believer, working within their lives.
And yes, this gives them light, it gives them strength to turn away from sin, it convicts...or I should say 'he' convicts and brings to remembrance Jesus and what he said. We grow in our Christian walk every day under the hand of the Spirit.
But we can still turn to Revelation and say; there is still death, sin, sorrow. And God himself does not walk with me 'in the cool of the day', like he did with Adam and Eve. That is a future reality, when my body no longer aches and tears no longer fall. When drought and famine no longer cause heartache and death.
It's a very real future and one Paul encourages us to encourage each other with in Thessalonians!