The Lord says in Bhagavad-gītā (4.9):

janma karma ca me divyam
 evaṁ yo vetti tattvataḥ
tyaktvā dehaṁ punar janma
 naiti mām eti so ’rjuna

“One who knows the transcendental nature of My appearance and activities does not, upon leaving the body, take his birth again in this material world, but attains My eternal abode, O Arjuna.” Here this is confirmed. All the inhabitants of Ayodhyā who saw Lord Rāmacandra as citizens, served Him as servants, sat and talked with Him as friends or were somehow or other present during His reign went back home, back to Godhead. After giving up the body, the devotee who becomes perfect in devotional service enters that particular universe where Lord Rāmacandra or Lord Kṛṣṇa is engaged in His pastimes. Then, after being trained to serve the Lord in various capacities in that prakaṭa-līlā, the devotee is finally promoted to sanātana-dhāma, the supreme abode in the spiritual world. This sanātana-dhāma is also mentioned in Bhagavad-gītā (paras tasmāt tu bhāvo ’nyo ’vyakto ’vyaktāt sanātanaḥ). One who enters the transcendental pastimes of the Lord is called nitya-līlā-praviṣṭa. To understand clearly why Lord Rāmacandra returned, it is mentioned herewith that the Lord went to that particular place where the bhakti-yogīs go. The impersonalists misunderstand the statements of Śrīmad-Bhāgavatam to mean that the Lord entered His own effulgence and therefore become impersonal. But the Lord is a person, and His devotees are persons. Indeed, the living entities, like the Lord, were persons in the past, they are persons in the present, and they will continue to be persons even after giving up the body. This is also confirmed in Bhagavad-gītā.