Historically, classical Christian theology speaks of what we call the _status intermedius_, or the intermediate state. That has to do with where we go immediately upon death, as distinguished from our state after the final resurrection.
This is what the New Testament indicates when Paul says that it was more needful for him to stay here for us, but to depart and be with Christ would be far better (Phil. 1:23–24). He indicates that, as soon as we die, our souls go immediately into the presence of Christ.
In the intermediate state, however, we are disembodied souls. We won’t have our glorified bodies until after the coming of Christ and the great resurrection. At that point, our souls will be reunited with our bodies.
Even as disembodied souls, there will be a continued consciousness of our personal existence. The instant we die, we go into heaven in our soul-state, and then we await the final consummation of the resurrection of our bodies.