Bhagavad Geeta - Na tad bhasayatay suryo - न तद्भासयते सूर्यो

                    न तद्भासयते सूर्यो न शशाङ्को न पावक: |
                    यद्गत्वा न निवर्तन्ते तद्धाम परमं मम || 6||

Na tad bhasayatay suryo na shashanko na paavakah
Yad gatvaa na nivartantay tad dhaama paramam mama
                                        (Bhagavad Geeta - Chapter 15 - Shlok 6)

                                     Translation

Neither the illumined sun is there nor the moon or fire.
Having gone There, one does not return to this material world again.

Now - What is that place where there is no sun or moon or fire?
Where the stars and planets do not exist?

Certainly, the Lord is talking about the only abode that existed before the creation of the universe - before the sun, moon, and stars appeared. The one that will still exist after the universe is gone - when the stars and planets have vanished.

As Lord Krishna said earlier in the second chapter, verse 16 -
                'Naasato Vidyatay bhaavo na bhaavo vidyatay Satah'
That - which always was, is, and always will be.
That which does not change - is Satya - the Absolute Truth.
Whom we call Nirankar - Brahm - the Almighty - omnipresent and all-knowing God.

Here, in this sloka, The Lord is saying that having gone there, one does not return to this material world again.

'Having gone there' is described by many scholars and preachers as some kind of Loka - a world that exists somewhere - where the devotees of the Lord will live forever peacefully - without any suffering - enjoying the company of the other similar beings or devotees.

However, according to the ideology of Bhagavad Geeta and the Upanishads, any Loka - any world that physically exists - where other objects and beings are present as well - is subject to the laws of physics - and subject to change. 

Therefore the Loka here means a state - not any other world or planet.

'Having gone there' - should be understood as having known Him and having experienced the Truth through Gyan and Bhakti.

Through knowledge, Sumiran, and meditation - one eventually becomes liberated and merges with Him - the Truth - and never comes back and suffers in the material world.

 
                                              'Rajan Sachdeva '

               Word by word meaning of the Shoka:

Na =neither, Tat = that, Bhasayatay = illumines
Sooryah = the sun, na = nor, Shashankah = the moon
Na = nor, Paavakah= - fire,
Yat = where, Gatvaa = having gone
Na = not, Nivartantay = they return
tat = that, Dhaama = Abode
Paramam = supreme, Mama = Mine