There's simply a lot we don't know. For example, when Jesus spent 40 days after his resurrection with his disciples teaching them the mysteries, where are the mysteries? In the New Testament canon, we have the fundamentals of the gospel, but none of the "hidden" teachings. What are they? And why did the early Christians sit on them if they knew about these teachings?
Two scholars of ancient scripture posit the following:
Luke states that during the 40-day ministry the Savior spoke “of the things pertaining to the kingdom of God,” but there are only vague hints in other New Testament writings as to the nature and content of these teachings. The preaching of Jesus to the spirits in prison (see 1 Pet. 3:19 and 1 Pet. 4:6) and the doctrine of baptism for the dead (see 1 Cor. 15:29) are two examples of teachings that best fit the context of Acts 1:3. Although few, if any, works pertaining to the 40-day ministry of Acts 1:3 were known a century ago, modern discoveries have produced a virtual library of such writings. Many claim to be authored by such apostles as Peter, John, Philip, Thomas, and James, while others, for example, are simply entitled “The Accounts of the Great Ministry,” “Concerning the Resurrection,” and “Dialogue of the Redeemer .” Many of these documents provide a time reference to the 40-day ministry when they claim to contain teachings of the Living Jesus. In this literature the word “living” is often a technical term that refers to the resurrected and glorified Christ.
There are many difficulties in establishing or refuting the authenticity of such writings. One predicament concerns the varied kinds of doctrinal ideas found in them. In some instances, these ideas either expand or differ from those found in the New Testament writings. But there is no point arguing that the teachings and activities of the risen Jesus must be the same as those of the mortal Jesus, since Luke states that it was after the resurrection that the Savior “opened … their [the disciples’] understanding, that they might understand the scriptures [Old Testament].” (Luke 24:25.) John adds that the resurrected Lord did many marvels that were not recorded in his writings. (John 20:30.)
Another complication centers on the claimed authorship of many of the 40-day documents. The apostles mentioned above would be the very ones by whom such records would predictably be composed, and one must decide whether these texts indeed came from the apostles or were falsely attributed to them.
The observation that many recently found texts date from the third or fourth centuries is itself not conclusive proof against early origins, for almost all extant documents from antiquity come from copies made centuries after the original composition was published. In addition, the majority of these writings contain no allusions or references to any contemporary historical circumstances that would tell us whether they were composed near the time of Jesus or many decades afterward. Since the dating problem persists in the case of almost every apocryphal text, judgment concerning authenticity must be made on other grounds.
A third difficulty arises because these documents were not widely read and circulated. But this circumstance cannot form a decisive argument against their authenticity, for most of them claim to contain secret teachings reserved for a righteous minority within Christianity.
The question of where the people went is most likely due to geography rather than apostasy. The first century Christians were fairly numerous in places. Some fell away when Jesus did not fulfill the role of "Messiah" they were expecting. Instead of killing the Romans, the Romans killed Him! Still, there were many who witnessed Jesus' resurrection and they became stalwarts in expanding the gospel. When it became apparent that the 40-day teachings were not going to be written down for the benefit of the world, many of Christianity's competitors were only too happy to manufacture their own secret teachings.
In the same paper above, the authors conclude:
We are certain that one item of which Jesus spoke during his 40-day visit concerned the disciples’ approaching missions. In the New Testament, Luke records that at the end of the 40 days the resurrected Jesus forbade the disciples to leave Jerusalem for their missions until they had received the Spirit. (See Acts 1:4–5; see also Luke 24:46–49.) Luke then recounts Jesus’ final words to the disciples to the effect that they would be witnesses of the Savior’s resurrection “unto the uttermost part of the earth.” (Acts 1:8; see also Acts 1:22, 2:32.)
The accounts of the Gospel writers agree with this picture. For example, Matthew writes that the risen Jesus met with his disciples for the last time on earth in order to send them to “teach all nations, baptizing them.” (Matt. 28:19.) Mark concurs that Jesus’ final instructions to his disciples included the charge to go “into all the world, and preach.” (Mark 16:15.) According to Luke’s gospel, when the resurrected Lord opened the scriptures to the understanding of his disciples, he told them “repentance and remission of sins should be preached … among all nations, beginning at Jerusalem.” (Luke 24:47.)
The apostles knew that Jerusalem's destruction was nigh, and by revelation they moved the entire membership of the church to the north, in areas that would be safe when the Romans moved in to surround and take the city. The Jews expected that their Messiah would come and rescue them from the Romans, and they relied on Zechariah 12-14, Ezekiel 38-39 and other scriptures to justify their resistance. Unfortunately, they were wrong.