Then said some of his disciples among themselves, What is this that he saith unto us, A little while, and ye shall not see me: and again, a little while, and ye shall see me: and, Because I go to the Father?
The disciples were confused about what Jesus had said about leaving and then returning again. Part of the confusion that they had was due to their unbelief. They did not believe that anyone could die and come back to life, let alone appear to them. Believing that Jesus died, was buried, and rose again proves that He is God and gives us salvation.