Matthew 1:23 - "Behold, a virgin shall be with child, and shall bring forth a son, and they shall call his name Immanuel, which being interpreted is, God with us."
The prophecy in this verse, when fulfilled, would change the course of history. Never before had God walked "with" His creation. He came "upon" them in the old covenant, but never "with" them. "A virgin shall be with child", that's impossible! Not when that child has been conceived by the Holy Ghost. "She shall bring forth a son and they shall call his name Immanuel, God with us". That's why this prophecy brought such great joy. The Messiah had come to deliver His people. God had not forgotten them. This is awesome!
For the first time ever, God took the form of a man, and walked among His people, healing the sick, raising the dead, delivering the oppressed. The Word became flesh. But when Jesus died on the cross, did God "leave us"? Did His works come to an end? No!
Through His death, Jesus destroyed the separation between God and man, once and for all. Then, on the day of Pentecost God sent the Holy Spirit to live and abide in every believer, and He has never left! Imagine that, the same power that raised Jesus from the dead lives in you, communes with you, works in you to will and to do of His pleasure. GOD lives in you. Wow!