We celebrate Ascension Day (in Danish Kristi himmelfarts dag) 40 days after Easter and 10 days before Pentecost, always on a Thursday. We celebrate that Jesus was taken up into heaven 40 days after his resurrection from the dead. In the Creed we say that we believe in Jesus who "ascended into heaven, and sits at the right hand of God, the Father almighty". Jesus' ascension marks the end of his life on earth. In the church we celebrate not only that God's Son was born into the world but also that he left it again. This may sound strange. However, God had to leave the earth as a human being to be able to return in the person of the Holy Spirit. We celebrate the coming of God the Spirit at Pentecost.
The Ascension is the end of the story of Jesus' life on earth. At the same time it is the beginning of a new story: the story of the Holy Spirit that descends on the disciples at Pentecost and unites the followers of Jesus in the Church. We read the story of Jesus' ascension in the gospels of Mark and Luke and in Acts. The stories are all very short and mark the end of a period of time during which Jesus has revealed himself to the disciples several times after his resurrection.
Just like Christmas the Ascension constitutes a turning point in the story that the New Testament tells us about Jesus as the Son of God. The Church was celebrating the Ascension long before it began celebrating Jesus' birth. We not only rejoice that Jesus came to earth but also that he left it again. This is because when Jesus' life on earth came to an end, the history of the Church, the fellowship of believers, began. And that is a history that we, today, are part of.
"When he [Jesus] had led them out to the vicinity of Bethany, he lifted up his hands and blessed them. While he was blessing them, he left them and was taken up into heaven. Then they worshipped him and returned to Jerusalem with great joy. And they stayed continually at the temple, praising God." (The Gospel of Luke, chapter 24)