In the 6th verse of Bhagavad Gita, Lord Krsna explains the nature of the Spiritual World, Vaikuntha, Goloka where we are supposed to go.

Na tad bhasayate suryo
Na sasanko na pavakah
Yad gatva na nivartante
Tad Dhama paramam mama

That Supreme abode of Mine is not illumined by sun or moon, nor by fire or electricity. Those who reach it never return to this material world.

He says, Of all the abodes that I own, this abode is very special to Me.

But out of all His kingdoms, He says Goloka or Vaikuntha is His favorite place . Just like in a house there may be several rooms but you will have a favorite room.For different activities there are different places.