Prior to his death and resurrection, Jesus was primarily restricted to moving through space just as you and I do. He walked up mountains and through vineyards. He entered houses and sat at tables. He slept in boats as they sailed across the lake. Of course, there were the notable miracles of transit like walking on the water or through the angry mob. He even cloaked himself upon occasion. But it was after the resurrection that he entered locked rooms, became invisible, and superseded the law of gravity on an astronomical scale.
Popping up out of nowhere in a closed room full of people has to be better than being a fly on the wall. I have heard people wish they could be a fly. Personally, I would rather be able to walk through walls. The closest I came to pulling it off, I cheated.