What does John 16:6 mean?

This partly clarifies what Jesus meant by His earlier statement: that the disciples have not asked "where are you going?" Those literal words, in fact, they have asked (John 13:36; 14:5). But their meaning, in both cases, was focused on their own needs. Those questions were focused on Jesus leaving, and their own fears, not any genuine concern over where Christ was headed. It's important for modern readers to remember that the disciples did not have our advantage of hindsight. We can read about these events knowing exactly what will happen (John 20:19). They will struggle to put these ideas together until after Jesus is resurrected (John 2:22).

There is no question that recent statements by Jesus have been alarming. He has predicted, again, His own departure (John 16:5), His betrayal by a friend (John 13:21), and the impending persecution these men will face (John 16:1–4). Despite His reassurances (John 14:1–4), they are afraid. Christ knows that grief will be their natural response. His words are not meant to shame them for those feelings, but to encourage them to maintain faith. What is about to happen is part of God's plan to transform the entire world (John 16:7–11).