Moshiach in Gan Eden

Moshiach entered Gan Eden while still alive. (Derech Eretz Zuta I)

Moshiach sits in Gan Eden in his radiance and his glory, and only a spark from his soul is enclothed in a body, at the entrance to Gan Eden. On Shabbos and Yom Tov that part sheds the body and unites with Moshiach. (Ben Yehoyada on Sanhedrin 98a)