When someone has died and you want to comfort one of their friends or family members, you can say that the person "has gone on to a better place".
This phrase means that the person has gone to heaven. According to some religious beliefs, heaven is a wonderful place that people go to after they die. Before you comfort a grieving person with this phrase, make sure that he or she believes in the idea of heaven.
In addition to people, you can also say that a pet or animal has "gone on to a better place".