Where do people say that Jesus indicated that He expected to return soon?
Ely, you are probably thinking of Jesus saying it while He lived here as a human being. I don't have time right now to look it up, but here are the scriptures from Revelation where, long after his resurrection, He revealed to John that He intended to come soon:
Revelation 2:16 Repent then. If not, I will come to you soon and war against them with the sword of my mouth.
Revelation 3:11 I am coming soon; hold fast what you have, so that no one may seize your crown.
Revelation 22:7 And behold, I am coming soon." Blessed is he who keeps the words of the prophecy of this book.
Revelation 22:12 "Behold, I am coming soon, bringing my recompense, to repay every one for what he has done.
Revelation 22:20 He who testifies to these things says, "Surely I am coming soon." Amen. Come, Lord Jesus!
The word translated as "soon" is the Greek word "tachy". It can also mean "quickly". The meaning of a word can often be determined by examining other places in the NT where it is used. Here are the other places:
Matthew 5:25 Make friends
quickly with your accuser, while you are going with him to court, lest your accuser hand you over to the judge, and the judge to the guard, and you be put in prison;
Matthew 28:7 Then go
quickly and tell his disciples that he has risen from the dead, and behold, he is going before you to Galilee; there you will see him. Lo, I have told you."
Matthew 28:8 So they departed
quickly from the tomb with fear and great joy, and ran to tell his disciples.
Mark 9:39 But Jesus said, "Do not forbid him; for no one who does a mighty work in my name will be able
soon after to speak evil of me.
Luke 15:22 But the father said to his servants, ‘Bring
quickly the best robe, and put it on him; and put a ring on his hand, and shoes on his feet;
John 11:29 And when she heard it, she rose
quickly and went to him.
Acts 17:15 Those who conducted Paul brought him as far as Athens; and receiving a command for Silas and Timothy to come to him
as soon as possible, they departed.
Revelation 11:14 The second woe has passed; behold, the third woe is
soon to come.