Christ said, “If ye loved me, ye would rejoice, because I said I go unto the Father: for my Father is greater than I.” (John 14:28)
Just as we should rejoice because Christ is with the Father, so should we rejoice when family members who know the Lord go to the Father. While we miss them terribly here on earth, we should rejoice that they are now with God. They no longer feel pain or sorrow. They are in a constant state of praise. They have new bodies. They are seeing their loved ones that went on before.
It may be hard and difficult for those of us left behind, but we are called to rejoice and we know the truth–they are much better off with God than here on earth.