Exactly the reason that after death, this teaching that we immediately going to heaven can be problematic. It depends on what really goes to “heaven”? Our physical body and/or the “breath of life”?
Consider how and with what, man was created:
Gen. 2:7 “Then the LORD God formed a man from the dust of the ground and breathed into his nostrils the breath of life, and the man became a living being.”
Gen. 3:19 By the sweat of your brow you will eat your food until you return to the ground, since from it you were taken; for dust you are and to dust you will return.”
Notice from the preceding that man was made from matter, “dust of the ground”. As material body, it has no life intrinsic in it. It was only when the “breath of life” was “breathe into his nostrils” that the body became a living being/soul. The material body is flesh and is “earthy”. The “breath of life” did not come from the “dust of the ground” but instead came from a spirit-God and therefore “spiritual” and not matter-composed. A “soul” is a living being composed of body and “breath of life” we now call “spirit of man” 
According to Eccl. 12:7 “…and the dust returns to the ground it came from, and the spirit returns to God who gave it.”
Clearly, the “breath of life”(spirit of man) goes back to God at death while the physical body rots in “hell/hades”(tomb/earth). This “spirit of man” carries or is embedded with all the historical growth and development of this particular person in a unique way. It has no capacity to perform or actuate what it wants to do, of and by itself. As “spirit of man” it needs to express itself but only through a “body”.
This is why, this “spirit of man” has to get into another body, this time spirit-immortal bodies, to express itself through that body. And this joining together of these composites of man can only occur at resurrection, which in turn can only come at Jesus’ second coming for the “firstfruits” then the “latter fruits”.
In summary, yes “we” go to “heaven” after death. But, it is the “spirit of man” that goes immediately to the Creator who is in heaven. The material body however, decomposes. Another “body” is needed to join with this “spirit of man” to be functional.