We have a story. We've always had it. It was just on the shelf. It came in a set of 10. I didn't really like it all that much. Then Monkey died. And I read it again.
It's about a shark called Gilbert who loses his friend Raymond the Remora. He goes through lots of emotions (anger, regret, sadness). At the end (after he's been to the Wreck for some junk food), he meets a Remora who has lost her shark (predictable but sweet). He tells his new friend about Raymond and says - 'He's stuck in my heart, I shall never lose him there'.
That's where Pickle says Monkey is. (When Wotsit was on the way, he was a bit confused for a while about Wotsit being in my tummy and Monkey being in my heart and I think he expected them both to come out.)
I find 'stuck in my heart' easier than trying to explain any kind of heaven, nicer than saying he was cremated and his ashes are buried in the churchyard, truer than saying he's up in the clouds.
I've looked for Monkey in a lot of places and I can honestly say it is the only place I've found him. Stuck in my heart. Forever.