In what sense was Jesus's death a sacrifice? Why do we say that Jesus sacrificed himself for us? I don't mean to offend but I seriously don't understand how it would be a sacrifice.

When Jesus died didn't he end up in heaven? To me, a sacrifice would mean to act in the best interest of others when you know doing so could hurt you. For example, if Jesus knew that he would end up in Hell for all eternity if he chose to die for our sins, I would consider that a sacrifice. In the case of Jesus, was it really bad for him to end up in heaven? Why is it considered a sacrifice?
The sacrifice of Jesus was many things.

It was a personal atonement for our sins, bringing salvation. But it is much, much more than only that.

It was a propitiation. God's wrath was/is hot upon the human race, his sacrifice was a shedding of innocent blood to put away that wrath. It was for us, but it was directed toward God. God required innocent blood, Jesus paid the debt...which allowed God legal right (his own standard) to forgive any who would turn to him. 

In addition, the term sacrifice, points back to all the OT stuff which required a sacrifice to put away sin. He was the Lamb of God which took on the sin of the world. Notice, he is God's Lamb, not ours. God set his Lamb aside for death, he was accursed (set aside for judgment without hope of redemption) and sacrificed (blood shed for God to see...he was "put forth") in order for God to make his own way to interact with his sinful creation. 

Also, the blood which was shed, not only allowed salvation to occur, but it is the same blood that God continues to view us through. Jesus is our high priest interceding for us even now and pointing to the blood, "your just requirements have been fulfilled...I paid if for them."

The sacrifice was indeed a sacrifice however. Not only in the pain and suffering of it all, but by virtue of the fact that he was GOD in the flesh...Immanuel. He had been surrounded and bathed in a pool of glory from eternity past, but in his coming here to die in our place, he left all of that, and became a high priest so he could understand what we go through (he became a perfect high priest). But the coming alone was a sacrifice. To be in a body of sinful flesh was a sacrifice. To live a life among sinners was a sacrifice. To be surrounded by people who didn't even care about him was a sacrifice. For the creator of heaven and earth, Jehovah God to be lonely, misunderstood, called a bastard, mocked, spit on, argued with, rejected, and crucified was truly a sacrifice. He was tempted in all points, just like we are. He sacrificed more than we will ever know. One drop of his blood was worth more than all of our blood put together. It was perfect blood, sinless blood. 

To reduce the sacrifice to hell or heaven is reducing his will to nothing. True he did not end up in hell for eternity, but his entire existence on this planet was a sacrifice and it was his will to suffer for us.