One might make the mistake of thinking the verse referred to means to set our minds upon Christ. The things above are the divine riches which are ours in the beloved. They are the eulogized things said of us by God the Father which are also said of God the Son, Jesus Christ.
They are the inheritance which is ours in Christ Jesus. They are our new identity as holy ones. They are our placement or position in the universe in Christ.
Where is “above”? Above is in the direction of the North Star AKA Polaris. Continue straight in a perfect line and you will reach past the stars.