"So when they had come together, they asked him, 'Lord, will you at this time restore the kingdom to Israel?' He said to them, 'It is not for you to know times or seasons that the Father has fixed by his own authority. But you will receive power when the Holy Spirit has come upon you, and you will be my witnesses in Jerusalem and in all Judea and Samaria, and to the end of the earth.' And when he had said these things, as they were looking on, he was lifted up, and a cloud took him out of their sight." - Acts 1:6-9 ESV
What a picture this is. When you are taught a new skill by an instructor that instructor often gives a demonstration of what they are going to teach you.
The power God gives us is a witnessing power and part of the demonstration of that witness is our ability to rise above situations because of our Heavenly position. We don't rise into the air like Jesus did but we have a place in Heaven because He did rise. No matter what happens on Earth that can never be taken away from us.
Those who believe in Jesus and talk to others about Him in an evangelical way are very aware of this rising above power. Those or you who don't know Christ or do and but keep this knowledge to yourself aren't going to have this dynamic active in your life. The power spoken of here in Acts 1 is a soul winner's power.
A person who takes a self defense class is no longer powerless because they have been shown and they have practiced proven techniques. They have more options in a situation than someone who has no exposure. The same principle is true for the believer.
I'm not saying this is some 'second blessing' of some kind and that those who don't go are missing out. We were given fullness at the moment of our salvation. This is an area where we can ride the wave. Jesus tells us to go. There are rewards now and later for taking special heed to His words. If you read the passage again you will notice that this isn't just a suggestion. He wants us to rise above with Him and this is the place where we have the power to do it.