1. Sin is rebellion against God and is deserving of death.
2. God is a righteous God, and in order to keep this status must apply righteous judgment, which would be condemning you to death. (Hell)
3. God loves you and doesn't want you to go to hell, but He must remain righteous.
4. As a result, He died in our place so we would have to die, therefore executing our sentence on himself.
5. This could only be applied to Him because, in order to take our place, the sacrifice had to be perfect. (Otherwise the death would just be paying for that sacrafice's own sin) Of course we could have done it ourselves if we had the ability to leave a flawless life, but obviously that is impossible.
6. Now all that is left is to say, "I will accept your sacrifice, thank you, and now I will follow you" leading to salvation, or, "No thanks, I think I will pay for my rebellion by myself" and thus He will eventually execute judgment on you. Hell.
And actually, in scriptures, He didn't go right to the Father in heaven. He went down to Hades (Holding place for the dead until the price was payed) and brought the righteous to heaven, then resurrected and witnessed to people for I think was 50 days, THEN ascended into heaven with around 500 eye witnesses. The point of this being that He conquered death, and therefore so will we.