What does John 16:5 mean?

Over the course of His ministry, Jesus has planted seeds of understanding that will take time to grow (John 2:22). He has spoken about His destiny, which is to be crucified and resurrected (John 12:31–32). However, most of those following Him have not fully understood this idea—they won't until later (John 16:4). The hardest part of this process for the disciples will be adjusting to life without Jesus, in person, to be seen with their own eyes. After His resurrection, Jesus will ascend to heaven (Acts 1:8–9), and the disciples will be charged with establishing the early church (Matthew 28:19).

As Jesus continues, He will explain how His absence on earth allows for the work of the Holy Spirit (John 16:7–11).

In the short term, the disciples are too focused on their own fears to think clearly about what is happening. They aren't even thinking about what all of this means for Jesus. Earlier, they had asked about Jesus leaving (John 13:36; 14:5). The real meaning of their question, however, was along the lines of "why are you leaving me? What will happen to me?" They have not asked because they want to know what will happen to Jesus (John 16:6).

The words are the same, but the meaning of these two phrases, in their respective contexts, is different. This, in fact, is the common understanding of the phrase "where are you going" in modern English. The person asking most typically means "why are you leaving?" and is not really asking about a destination. The disciples are worried about the fact that Christ plans to leave, not the destination to which He's heading.