"My presence shall go with thee, and I will give thee rest. (Exodus 33:14)
In our study of the rest that God promised His people, it will be well 
to remember that the promise here recorded is identical with that in Matthew 11:28.
Rest was promised, and could be found, only in God’s presence, which was to go with His people.
--So Christ, who is “God with us,” (Matthew 1:23) and who is with us “all the days, even to the end of the world,” (Matthew 28:20) says, “Come unto me, all ye that labor, and are heavy laden, and I will give you rest.”
The rest that was offered to the children of Israel in the desert, is the very same rest that Christ offers to all mankind, rest in God, in the everlasting arms—for the only begotten Son “is in the bosom of the Father.” (John 1:19)
“As one whom his mother comforteth, so will I comfort you.” (Isaiah 66:13)
Q: But God always was and is everywhere present; why then do not all people have rest?
A: For the simple reason that as a general thing men do not recognize His presence, nor even His existence. Instead of taking God into account in all the affairs of life, most people live as though He did not exist."
E.J.Wagooner