How blessed we are to understand that, through our Savior Jesus Christ, all have been redeemed and will live again eternally, especially those precious little ones taken home to their Heavenly Father.
This is a truth taught consistently in our Church, and one that was lived through the life of Joseph F. Smith. Read his personal advice and counsel, from LDS.org:
Although President Joseph F. Smith knew firsthand the anguish, loneliness, and love that attend the death of a child, his teachings on the salvation of little children were inspiring and reassuring. Between 1869 and 1898, he buried nine little children of his own.
Following the death of his firstborn child, Mercy Josephine, on 6 June 1870, he expressed his great sorrow: “O God only knows how much I loved my girl, and she the light and the joy of my heart. The morning before she died, after being up with her all night, for I watched her every night, I said to her, ‘My little pet did not sleep all night.’ She shook her head and replied, ‘I’ll sleep today, papa.’ Oh! how those little words shot through my heart. I knew though I would not believe, it was another voice, that it meant the sleep of death and she did sleep. And, Oh! the light of my heart went out. The image of heaven graven in my soul was almost departed. … Thou wert a heavenly gift directly to my heart of hearts.”1
On 6 July 1879, Joseph F. Smith wrote in his journal of his grief at the death of his daughter Rhonda: “I took her on a pillow and walked the floor with her, she again revived but only lingered about an hour and died in my arms at 1:40 a.m. Now God only knows how deeply we mourn. This is the 5th death in my family. All my little ones most beloved! O! God help us to bear this trial!”2
But he found comfort in the knowledge that, through the Atonement of the Savior, all was well with his beloved children. At the death of his daughter Ruth, on 17 March 1898, he received a glorious revelation: “O my soul! I see my own sweet mother’s arms extended welcoming to her embrace the ransomed glorious spirit of my own sweet babe! O my God! For this glorious vision, I thank Thee! And there too are gathered to my Father’s mansion all my darling lovely ones; not in infantile helplessness, but in all the power and glory and majesty of sanctified spirits! Full of intelligence, of joy and grace, and truth.”3
Here is this sweet account from a mother realizing the importance of children in her life, and that all children are angels "on loan from heaven."
I tied pink ribbons around trees with my two little girls to honor another little girl who returned to heaven this week.
My daughters laughed and smiled and threw snow at each other as we decorated a church in pink for the 4-year-old girl who had passed away.
Death is such a strange phenomenon. One day they are here, the next they are gone. Just like that, some mother’s entire world changes. She wakes up and her baby is gone, but the world keeps spinning.
For more on the subject, read President Russell M. Nelson's The Gateway We Call Death.
Even Latter-day Saints, with knowledge of the plan of salvation, often have trouble coping with the idea of death. In this book, President Russell M. Nelson discusses death from the unique perspective of a medical doctor and as an apostle.
Our purpose in life is to be tested, to develop faith, to make and keep sacred covenants, and later, to leave.