The Second Coming of Christ will occur in stages. First, He will remove all Christians from the Earth, to protect them. This is called "The Rapture." The term comes from the Latin verb raptare, and the Greek word harpizo, both meaning "to be caught up" or "to be snatched up." Jesus will "snatch us" out of harm's way.
1 Thessalonians 4:15-17  According to the Lord's own word, we tell you that we who are still alive, who are left till the coming of the Lord, will certainly not precede those who have fallen asleep.  For the Lord himself will come down from heaven, with a loud command, with the voice of the archangel and with the trumpet call of God, and the dead in Christ will rise first.  After that, we who are still alive and are left will be caught up together with them in the clouds to meet the Lord in the air. And so we will be with the Lord forever.
Also, the Rapture is analogous to first-century Jewish marriage customs and is a prelude to The Marriage of Jesus Christ and The Elect.
After The Rapture, God will begin executing judgments against
unbelievers, during a period called the Tribulation. At the end of the
Tribulation all nations will attack Israel, and Jesus Christ will
physically return, leading the armies of heaven. At the Battle of Armeggedon
they will destroy everyone who is not a believer. Then Satan will
be bound, and Jesus will set up the Millennial Kingdom, headquartered in Jerusalem.
Jesus and the saints will rule over the nations of the Earth for a thousand
years. During this period there will be people born who
are not loyal to Christ. However, it usually will not be obvious.
Therefore, at the end of the thousand-year period, God will release Satan
and let him tempt those who inhabit the Earth. A large group will take
up arms against the Lord and be defeated. Then, Christ will judge all
who have ever lived, giving rewards to some and punishment to others. Those
who were "destroyed" will be cast into the Lake of Fire, i.e., Hell.
After that, God will recreate heaven and Earth and rule forever.
(c) 1999 by Christian Chapel CME Church