If we could have asked those eleven disciples that day, I imagine that they would rather have had Jesus stay with them.
Instead of his staying, he told them that they weren't supposed to stay, either.
Through exodus and exile, their ancestors had learned that God could not be restricted to a geographical spot. Jesus reminds them that God is not restricted to a particular group of people, either.
"Go therefore and make disciples of all nations," he tells them.
We can think of this command as meaning we are supposed to go to different countries, but we also can think of it as meaning we should reach out to unfamiliar groups within our own communities.
The next part of his instructions are that baptism is not the end of becoming a Christian. Rather, disciples are supposed to teach the new adherents everything that Jesus had commanded them. Sounds like we already-Christians need to stay familiar with those commands ourselves. Teachers need teaching.
The task must have seemed large to a group of only eleven. They had others who had been meeting with them, but is it harder to convince someone familiar with you to do something new than it is to just do it without them? Question for later, it's distracting me now.
However difficult or new the task they are being commanded to undertake, they are not doing it alone. Jesus reminds them--and through them, us, "I am with you always to the end of the age."