The Millennial Reign is a 1,000 year period defined in the Book of Revelation starting from the time when the Lord comes and takes His redeemed to the paradise of Heaven (the Second Coming), to the time the Lord returns to the desolate earth with His chosen people in the holy city (the New Jerusalem.) The 1,000 years is also a time of adjustment needed for God's people, in that they will come to understand why the wicked (or quite simply, those who did not choose Christ) were blotted out from the Book of Life. This places a great emphasis on the Word getting out to people, as there are no second chances for those who don't accept Christ and repent. This time is "valuable time", and the existence of the Millennial Reign proves this. There will be tinges of sadness for those whose loved ones are not in the Kingdom of God, but over time the Lord will show them that His judgments are righteous, and that everyone selected for the second resurrection deserves the end fate of the Lake of Fire which will destroy all sin. The Saints of God will only come down to Earth after the Millenial Period, not before (despite the incorrect teachings of the world.) So be careful and be open minded to understand this area of Scripture, as many people become confused from it. To quote a verse:
Rev 3:12 "Him that overcometh will I make a pillar in the temple of my God, and he shall go no more out: and I will write upon him the name of my God, and the name of the city of my God, [which is] new Jerusalem, which cometh down OUT OF HEAVEN from my God: and [I will write upon him] my new name." - Hence the Saints will come from Heaven with God in His new temple. Eventhough the destination is Earth, we will not be living on earth throughout the 1,000 years. Where are Satan and his fallen - they will be dead on the surface of the earth- (Zephaniah 1:17)
Question - Why would God subject His people to live with Satan after they have been resurrected. He wouldn't - and earth is the place where Satan will be trapped for a 1,000 years (Rev 20:7) with no one to tempt or manipulate - this is his punishment. Thus, Heaven is the only logical place where the saints will be taken after the Second Coming of Christ. And what a fitting and logical place to be, because as Christ once said:
John 14:1-3: "Let not your heart be troubled: ye believe in God, believe also in me. In my Father's house are many mansions: if it were not so, I would have told you. I go to prepare a place for you. And if I go and prepare a place for you, I will come again, and receive you unto myself; that where I am, THERE YE MAY BE ALSO." - Can we see Christ preparing a place on Earth? The answer of course, is obvious.