Faulty expectations always lead to disappointment. Jesus' disciples expect a very different sort of Messiah from what they got. He was by and large far quieter, gentler, and more under the radar than they ever thought He'd be. We may expect Him to provide us with prosperity and ease - the health and wealth several popular teachers espouse.
The evening of His resurrection, Jesus comes up alongside two disciples on their road to Emmaus. They are so focused on their disappointment that they don't notice His presence until He hits them over the head with the bread at supper.
He is with and beside us no less than with them, only not in the way we expect.
To investigate this most important of stories further, go here.