We believe that Jesus is coming back.
Some people who believe there is a God think He created the world and since then has left it strictly alone. As a variation on this theme, some people think that God created the world, helped out lots of people in the Old Testament, came in the person of Jesus - and has left us alone since then.
Christian belief is very different. We believe in a God Who is involved in the world. It was created by Him, and one day it will be finished by Him. This world will be brought to an end so that it can be replaced by something better and longer lasting.
So, in Christian belief, Jesus' return is associated not so much with the end of the world as we know it, as the beginning of a better world. We also believe that God's judgement will be made known when Jesus returns. This means that Christian morality is rooted in more than simple platitudes - the moral quality of your life really will matter in the end. And the return of Jesus also means that life has a direction, a purpose. We are working towards something.
We have all kinds of moral difficulties in this life. But when Jesus returns, we are promised that everyone will recognise that God is good, and that Jesus is the rightful Lord and Master of the universe. And these two points will put most of the other problems and difficulties we face into a very different perspective.
Various Christians have strong beliefs about some aspects of Jesus' return, and when this will happen. Our difficulty is that the Biblical writers have no interest in writing a 'future history' - simply predicting what will happen and when. But on the other hand, they provide numerous details, enough to tempt people into putting them all together and showing how it is all going to happen.
Throughout the Bible, God speaks to us so that we will know how to act - not to satisfy our curiosity. Prophecy about the future is given so that we will know how to live today, and to enable us to recognise the events when they happen and respond accordingly.
If the prophecies about Jesus in the Old Testament were given so that people could predict what was going to happen, they failed. But they did enable people with faith to recognise Jesus once He had arrived. The same is true of the prophecies concerning His second coming - we just do not know what He is going to do, or when He is going to do it, but they will enable us to recognise it is Him at the right time.
The key thing to remember is that the future we are promised in the Bible is not some disembodied floating-in-the-clouds with harps existence, like you see in cartoons. What we are promised are new bodies, living on a new Earth, fully connected with the new Heaven. We are promised physical bodies - new, improved, better than the old ones, but still somehow recognisably the same.
We are promised resurrection bodies, like the one Jesus has: He could walk through a locked door, but He could also eat a piece of fish. In other words, the new body could do all that the old one could do, but it didn't share all the limitations of the old one.
I don't know any objections that make any sense - not given what we have already established about Jesus. Let me know if you can suggest any!
There are many people who will give detailed descriptions of what (they believe) will happen when various prophecies are fulfilled. Of course, each detailed description contradicts the other descriptions.
There is little point in outlining the various interpretations that people have come up with. The traditional main schools of thought each describe an understanding of one aspect called the 'millennium' - the belief that Jesus will have a thousand-year reign on Earth before 'the end' finally comes - but there are many other aspects that people violently disagree about.
But all these arguments about details mask the real point: Jesus is coming back. Whether it is this year on in ten thousand years' time, all will be made right, and life as it was always intended to be will just be beginning.