Sara Crewe misses India, especially in the harsh cold of New York, when she's out in just her dress and a ragged shawl, no matter the weather, and she's freezing. She misses the elephants and the feel of the earth beneath her feet, even when they start to blister, and the heat of the sun against her skin, making her feel alive.
She misses her friends, knowing that she'll probably never see them again, even though she got to say goodbye.
But most of all she misses her Papa because in India they were together and now they'll never be together again.