The Throne NOT in a Palace...

Now the point in what we are saying is this: we have such a high priest, one who is seated at the right hand of the throne of the Majesty in heaven, a minister in the holy places, in the true tent that the Lord set up, not man.
(Hebrews 8:1-2 ESV)
The writer of Hebrews starts in chapter 1 talking about Christ being on the throne at the right hand of the Father, and being in every way His equal.  But he also emphasizes that this throne is not merely a throne from which He rules as a prince or king.  He is also the Priest, who intercedes for us, in the true tabernacle or temple - the place of God's holy presence.  Since this is the case, Christ, and only Christ, is in a position to do what we need - reconcile us to God through the forgiveness of our sins, making us His people.