Nobita gets laughed at for asking a sincere question, so Doraemon doesn't explain why he's wrong, he helps him build proof instead. That's the entire emotional core of this movie: the refusal to let a kid's wonder die just because adults think it's stupid. What should be a simple lesson about clouds becomes an adventure into a real world that was waiting all along, and the show never breaks character to make you feel small for believing in it.
Nobita gets ridiculed in class for asking a simple question: where exactly is heaven? The lesson was about clouds, and after the laughter he sets out to find proof that a heavenly place exists up there. Doraemon explains that science rules such a place out. Nobita is disappointed, so Doraemon eventually helps him build a kingdom of clouds of their own. What they do not know is that creatures have already been living on the clouds for a long time. The film is a comedic adventure in the sky.