Likewise, Luke wrote in Acts 2:34 that "David did not ascend into the heavens." So the Bible actually says that people do not go consciously to heaven when they die. (For additional information on this topic please read our free Bible study aid booklet Heaven and Hell: What Does the Bible Really Teach?)
Even if Jesus were talking about a real event and not just a story, when would Lazarus be taken to Abraham's bosom? This will occur at the time of the first resurrection. "And He will send His angels with a great sound of a trumpet, and they will gather together His elect from the four winds, from one end of heaven to the other" (Matthew 24:31).
If Lazarus were to be resurrected from the grave he will be escorted by angels to meet Jesus Christ in the clouds at His second coming. "For the Lord Himself will descend from heaven with a shout, with the voice of an archangel, and with the trumpet of God. And the dead in Christ will rise first. Then we who are alive and remain shall be caught up together with them in the clouds to meet the Lord in the air. And thus we shall always be with the Lord" (1 Thessalonians 4:16-17).
Arising in a resurrection
Jesus certainly knew Abraham and other faithful individuals were dead in their graves and would be raised in a resurrection (John 8:52-56). "Do not marvel at this; for the hour is coming in which all who are in the graves will hear His voice and come forth—those who have done good, to the resurrection of life, and those who have done evil, to the resurrection of condemnation" (John 5:28-29). Also the prophet Daniel wrote, "And many of those who sleep in the dust of the earth shall awake, some to everlasting life, some to shame and everlasting contempt" (Daniel 12:2).
It's important to note that Jesus and Daniel are speaking about two separate resurrections. First, the righteous will be raised from the dead at Jesus' return to earth. Then, more than 1,000 years later, there will be a resurrection of the "rest of the dead" (Revelation 20:5). Some of these people will ultimately be judged to be unrighteous—those who, knowing the truth, refuse to repent. "For just as in connection with Adam all die, so in connection with the Messiah all will be made alive. But each in his own order: the Messiah is the firstfruits; then those who belong to the Messiah, at the time of his coming; then the culmination, when he hands over the Kingdom to God the Father, after having put an end to every rulership, yes, to every authority and power" (1 Corinthians 15:22-24, Complete Jewish Bible).