The 14th chapter of John begins with Jesus saying, "In my Father's house are many mansions: if it were not so, I would have told you. I go to prepare a place for you. And if I go and prepare a place for you, I will come again, and receive you unto myself; that where I am, there ye may be also."
A little later (v. 19-20) Jesus says, "Yet a little while, and the world seeth me no more; but ye see me: because I live, ye shall live also. At that day ye shall know that I am in my Father, and ye in me, and I in you."
When we come to the verse in question it reads:
Ye have heard how I said unto you, I go away, and come again unto you. If ye loved me, ye would rejoice, because I said, I go unto the Father: for my Father is greater than I. And now I have told you before it come to pass, that, when it is come to pass, ye might believe. - John 14:28-29
Jesus is, yet again, explaining to his disciples that He is going to be killed, rise again, and (as expounded in John) ascend to the Father. In Luke 18 and Matthew 20 we have Jesus explaining this for the third time as follows:
Then he took unto him the twelve, and said unto them, Behold, we go up to Jerusalem, and all things that are written by the prophets concerning the Son of man shall be accomplished. For he shall be delivered unto the Gentiles, and shall be mocked, and spitefully entreated, and spitted on: And they shall scourge him, and put him to death: and the third day he shall rise again. And they understood none of these things: and this saying was hid from them, neither knew they the things which were spoken. - Luke 18:31-34
Taken all together, when Jesus says he is "going to the Father" this phrase is inclusive of the entire process of being delivered unto the Gentiles, being mocked, and spitefully entreated, and spitted on, and being scourged and put to death, and the third day rising again.. This is how He went to the Father. He is not saying that He is going to go prior to His crucifixion, He is explaining yet again that the crucifixion is part of how He is going to go.