Usually Mass begins with an entrance procession. It’s nice to remember that the main purpose of the procession is not merely to get the priest and other ministers from the sacristy to the sanctuary: no, processions have more meaning than that!
Any procession is an image of our Christian life. Typically, as the old hymn says, “the cross goes on before,” and the order in which everyone walks distinguishes the variety and hierarchy of roles and offices in the Church. If incense is used, the “pillar of cloud” which precedes everyone calls to mind the presence of God with His Chosen People of Israel in the desert (grab your Bible and refer to Exodus chapter 13, verses 21-22).
This is a favored image of the whole: in this world we are on pilgrimage, wandering through a temporary abode while on our way to eternal life. At the meeting of all of the bishops of the whole world at the Second Vatican Council (1962-1965), they stressed this understanding of the Church as a particularly apt one for our times (see the descriptions throughout the Dogmatic Constitution on the Church, esp. in nos. 9 and 48-51). The entire experience of walking solemnly and purposefully together toward a specific destination encourages us all that we really will get there one day!