I think about it like we (humans) are all 2 parts. Our physical body, which will die and remain on earth, and our spirit which is placed in us while we are in the womb and is intended to move on to heaven after we die.
When I think about Jesus, I think that he too had a human body, but his spirit was God's spirit, not a unique independent spirit like we have.
That same spirit (God's and Jesus's) remains on earth now as the Holy Spirit.