You are Never Alone
In short, the Kli Yakar (and many other Sages) explains this verse to mean that Yaakov Avinu feared the deeper meaning behind going down to Egypt. After all, Hashem appeared to Yaakov Avinu at night, hinting at the darkness of Exile.
And therefore, Yaakov was afraid to descend to a place of [spiritual] darkness, cloudiness, and gloom until the Holy One Blessed Be He said to him, "Do not fear the descent into Egypt because I will make you a great nation there."…. And the wording emphasizes that Hashem said to him, "I will descend with you" – He put the descent of the Shechinah [to Egypt – into Exile] before [Yaakov’s] descent [the Jewish people’s descent into Exile]. "With you" – meaning the descent of Yaakov. And regarding aliyah (ascent), He said exactly the opposite: "and I will bring you up" – meaning, first the ascent of Yaakov and afterwards "gam aloh" ("also ascending") – meaning the ascension of the Shechinah.
The parable to this is like one who leads his friend to deep waters and his friend is afraid to descend into there lest he drown because of the great depths. Therefore, he does not descend into the water until his friend descends into there first by leading him, and then he after him. But regarding aliyah (ascent), he doesn’t want the one who is leading him to go first, leaving him to remain in the water by himself. So he ascends first and the one who is leading him follows after him, all in order so that whether one is descending or ascending, he will not remain alone in the water for even one moment.
And so, Hashem did not want Yisrael in Exile even one moment without the Shechinah.
Note from Myrtle Rising: I am not 100% sure, but the way the Kli Yakar describes the one who leads his friend (the molich) implies that the one leading is holding the hand of his friend the whole time because if he didn't, the friend who apparently doesn't know how to stay afloat in deep waters would drown.
This implies a very close and supportive relationship between us and Hashem.
Rabbi Shlomo Ephraim of Luntschitz (1550-1619) lived in Bohemia (which is today Poland and Czechoslovakia). He served as rabbi and dayan and wrote several books, the most well-known being his commentary on the Chumash known as the Kli Yakar.
This is my own translation and any errors are also mine.