The disciples were confused. Hadn't they just spent years traveling around the countryside with Jesus? Hadn't they seen him arrested, killed, and raised to life? Wasn't now finally the time for His kingdom to be established?
Instead, WHOOSH! Jesus is taken up into heaven. He has something else in mind than "the end." The disciples are going to receive a hand-off of His ministry to begin a new era of God's activity in the world. They will be His witnesses, and their mission is to take His message everywhere (in Jerusalem, Judea, Samaria and "the ends of the earth.")
The book of Acts is about what happened after. After Jesus' ministry. After Easter. After the coming of the Holy Spirit - but hold on, I'm getting ahead of myself. For that part of the story, you'll have to wait for chapter 2!