Jesus spoke in parables often. I think its because we are so narrow minded in comparison to how God thinks and in comparison to what He knows. After reading this fallowing bit of scripture I finally understood why he said this.
Then Jesus said to his disciples, "Let us go back to Judea."
"But Rabbi," they said, "a short while ago the Jews tried to stone you, and yet you are going back there?"
Jesus answered, " Are there not twelve hours of day light? A man who walks by day will not stumble, for he sees by THIS WORLDS light. It is when he walks by night that he stumbles because he has no light."
After he had said this he went on to tell them, " Our friend Lazarus has fallen asleep, but I am going there to wake him up."
By going back to Judea, Jesus was walking by the light of God, not the light of this world. To the world, His idea of going back to Judea was absurd. But, none of that mattered to Him. He doesn't move by the light of this world (in other words, he doesn't think the way we think). He moved by His own light which is the light that we should walk in as well. AND GUESS WHAT? This is the only way that we humans can please God! Faith pleases Him. And its only by faith that we can walk in His light which is not of this world.
Hebrews 11:6 Without faith, it is impossible to please God.