Jacob, the son of Isaac, the son of Abraham, had twelve sons. Joseph and Benjamin were among them. Jacob favored them even above the others, because they were the sons of Rachel, who was the love of Jacob’s life.
This sibling rivalry ended up with Joseph being sold to the Egyptians. In the meantime, Joseph’s brothers made Jacob believe that Joseph had been killed. Jacob expressed his sorrow by saying,
“IÂ will go down into Sheol unto my son mourning.” Gen. 37:35
A few years later, during a famine, the brothers wanted to take Benjamin to Egypt, but Jacob said,
“My son shall not go down with you; for his brother is dead, and he is left alone: if mischief befall him by the way in the which ye go, then shall ye bring down my gray hairs with sorrow to Sheol.”   Gen. 42:38
So, Jacob knew where he was going after death, and it was not heaven; it was Sheol. Jacob and all the saints of the Old Covenant, did not know anything about Heaven. It was the Lord Jesus Christ, who came down from Heaven, the first to introduce the notion of Heaven or Paradise to His people. That was His purpose.