Jesus told the disciples not to be troubled, they
knew where He was going and the way. But not
Thomas, he didn't know where Jesus was going
nor the way. Apparently he was thinking it was
some earthly way.

Jesus corrected his thinking and showed him
that the way He was speaking of was spiritual.
"Jesus saith unto him, I am the way, the truth
and the life: no man cometh unto the Father,
but by me" John 14:6