And Jesus came and spoke to them, saying, “All authority has been given to Me in heaven and on earth. Go therefore and make disciples of all the nations, baptizing them in the name of the Father and of the Son and of the Holy Spirit, teaching them to observe all things that I have commanded you; and lo, I am with you always, even to the end of the age.” Amen.
Listen to the "Verse by Verse" episode covering this scripture.
Along with telling His disciples to preach the gospel of the Kingdom of God (Mark 16:15), Jesus Christ commissioned them to make disciples from all nations.
A disciple is a learner, a follower of Jesus Christ. These disciples are not made by coercion or enticement, but must be called by God (John 6:44) and must of their own free will respond to this call.
Those who respond will follow the apostle Peter’s teaching in Acts 2:38, “Repent, and let every one of you be baptized in the name of Jesus Christ for the remission of sins; and you shall receive the gift of the Holy Spirit.”
It is the job of the Church of God to teach “all things” that Jesus Christ has commanded—the entire message of the Bible inspired by God. This is a daunting task and a lifelong commitment.
For more about what it means to really be a disciple of Jesus Christ, see “What Is a Christian?”