When we thank HaShem during Modeh Ani as we first open our eyes upon waking for returning our souls to our bodies, this insinuates our souls left. Where do they go?
Shalom, Thank you for your question. It is difficult for us to grasp (and all the more so express in plain language) spiritual concepts – but we'll give it a go. The soul, which is the most G-dly part of a person, has many levels. On the most basic level it keeps the body alive. This level of the soul of course stays in the body when sleeping. But other levels of the soul are not active during sleep – for example many parts of the intellect cannot be used when asleep. The very highest levels of the soul, those parts which are more connected to the pure spiritual, are “freed” of the body during sleep. They rise up to their spiritual source and are renewed with new spiritual force each night. I hope this small answer will be of some help - blessings.