The great… in the sky
Definition 1 of 2
Pro Tip 1/3Emotional Tone
The phrase often carries a sentimental or respectful mood when referencing someone's passing. 
Grandma joined the great gathering in the sky last year.
Pro Tip 2/3Euphemism
It's a softer way to talk about death without mentioning it explicitly. 
Our beloved pet is now frolicking in the great meadow in the sky.
Pro Tip 3/3Idiomatic Context
Understand it's an idiom; don't take it as a literal description of heaven. 
He always dreamed of the great stadium in the sky.